Morgan Stanley Call 60 OPC 21.06.2024
/ DE000MB79L89
Morgan Stanley Call 60 OPC 21.06..../ DE000MB79L89 /
| 2024-05-31 5:47:53 PM |
Chg.- |
Bid11:09:26 AM |
Ask11:09:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
OCCIDENTAL PET. D... |
60.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB79L8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
OCCIDENTAL PET. DL-,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
24.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.20 |
| Parity: |
-2.41 |
| Time value: |
2.40 |
| Break-even: |
62.40 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
4.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.42 |
| Theta: |
-0.09 |
| Omega: |
10.15 |
| Rho: |
0.01 |
Quote data
| Open: |
1.68 |
| High: |
1.96 |
| Low: |
1.68 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.50% |
| 1 Month |
|
|
-35.10% |
| 3 Months |
|
|
-11.31% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.76 |
| 1M High / 1M Low: |
3.30 |
1.76 |
| 6M High / 6M Low: |
3.93 |
1.35 |
| High (YTD): |
2024-04-11 |
3.93 |
| Low (YTD): |
2024-02-15 |
1.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.68% |
| Volatility 6M: |
|
130.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
