Morgan Stanley Call 42 DSY 21.06.2024
/ DE000MB7ZQL7
Morgan Stanley Call 42 DSY 21.06..../ DE000MB7ZQL7 /
| 2024-05-29 8:52:17 AM |
Chg.-0.008 |
Bid9:12:40 AM |
Ask9:12:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
-16.33% |
0.042
Bid Size: 125,000 |
0.056
Ask Size: 125,000 |
Dassault Systemes SE |
42.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZQL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
59.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
-0.31 |
| Time value: |
0.07 |
| Break-even: |
42.65 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
3.12 |
| Spread abs.: |
0.02 |
| Spread %: |
30.00% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
15.81 |
| Rho: |
0.01 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.041 |
| Previous Close: |
0.049 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.15% |
| 1 Month |
|
|
-25.45% |
| 3 Months |
|
|
-90.24% |
| YTD |
|
|
-94.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.043 |
| 1M High / 1M Low: |
0.055 |
0.039 |
| 6M High / 6M Low: |
0.900 |
0.039 |
| High (YTD): |
2024-01-30 |
0.900 |
| Low (YTD): |
2024-05-07 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.94% |
| Volatility 6M: |
|
169.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
