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Morgan Stanley Call 705 CTO 21.06.../  DE000MB6VLQ8  /

Stuttgart
2024-06-11  3:51:33 PM Chg.-0.46 Bid7:55:59 PM Ask7:55:59 PM Underlying Strike price Expiration date Option type
12.87EUR -3.45% 13.11
Bid Size: 20,000		 13.23
Ask Size: 20,000		 COSTCO WHOLESALE DL... 705.00 - 2024-06-21 Call
 

Master data

WKN: MB6VLQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: COSTCO WHOLESALE DL-,005
Type: Warrant
Option type: Call
Strike price: 705.00 -
Maturity: 2024-06-21
Issue date: 2023-06-02
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.79
Leverage: Yes

Calculated values

Fair value: 8.39
Intrinsic value: 8.32
Implied volatility: 1.79
Historic volatility: 0.16
Parity: 8.32
Time value: 5.29
Break-even: 841.10
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 9.72
Spread abs.: 0.12
Spread %: 0.89%
Delta: 0.70
Theta: -4.10
Omega: 4.06
Rho: 0.11
 

Quote data

Open: 13.59
High: 13.59
Low: 12.87
Previous Close: 13.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.30%
1 Month  
+60.27%
3 Months  
+228.32%
YTD  
+457.14%
1 Year  
+3921.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.33 11.46
1M High / 1M Low: 13.33 7.22
6M High / 6M Low: 13.33 0.96
High (YTD): 2024-06-10 13.33
Low (YTD): 2024-01-04 1.76
52W High: 2024-06-10 13.33
52W Low: 2023-06-19 0.20
Avg. price 1W:   12.47
Avg. volume 1W:   0.00
Avg. price 1M:   9.97
Avg. volume 1M:   0.00
Avg. price 6M:   5.04
Avg. volume 6M:   0.00
Avg. price 1Y:   2.68
Avg. volume 1Y:   0.00
Volatility 1M:   136.20%
Volatility 6M:   195.80%
Volatility 1Y:   199.40%
Volatility 3Y:   -