OverviewChartNewsTraderScreen

Morgan Stanley Call 76 XS4 21.06..../  DE000MB37Q85  /

Stuttgart
2024-05-31  5:51:20 PM Chg.-0.016 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.114EUR -12.31% -
Bid Size: -		 -
Ask Size: -		 ON SEMICOND. D... 76.00 - 2024-06-21 Call
 

Master data

WKN: MB37Q8
Issuer: Morgan Stanley
Currency: EUR
Underlying: ON SEMICOND. DL-,01
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.32
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.40
Parity: -0.87
Time value: 0.17
Break-even: 77.67
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 12.57
Spread abs.: 0.00
Spread %: 2.45%
Delta: 0.26
Theta: -0.09
Omega: 10.68
Rho: 0.01
 

Quote data

Open: 0.117
High: 0.117
Low: 0.114
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -54.40%
3 Months
  -89.14%
YTD
  -92.35%
1 Year
  -94.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.163 0.114
1M High / 1M Low: 0.300 0.114
6M High / 6M Low: 1.600 0.103
High (YTD): 2024-01-02 1.350
Low (YTD): 2024-04-22 0.103
52W High: 2023-08-01 3.650
52W Low: 2024-04-22 0.103
Avg. price 1W:   0.137
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.677
Avg. volume 6M:   0.000
Avg. price 1Y:   1.457
Avg. volume 1Y:   0.000
Volatility 1M:   400.83%
Volatility 6M:   266.51%
Volatility 1Y:   216.35%
Volatility 3Y:   -