Morgan Stanley Call 79 XS4 21.06..../  DE000MB37QC2  /

Stuttgart
2024-05-31  5:51:22 PM Chg.-0.009 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.064EUR -12.33% -
Bid Size: -
-
Ask Size: -
ON SEMICOND. D... 79.00 - 2024-06-21 Call
 

Master data

WKN: MB37QC
Issuer: Morgan Stanley
Currency: EUR
Underlying: ON SEMICOND. DL-,01
Type: Warrant
Option type: Call
Strike price: 79.00 -
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.13
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.40
Parity: -1.17
Time value: 0.10
Break-even: 79.96
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 22.06
Spread abs.: 0.00
Spread %: 4.35%
Delta: 0.18
Theta: -0.07
Omega: 12.55
Rho: 0.01
 

Quote data

Open: 0.062
High: 0.064
Low: 0.062
Previous Close: 0.073
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.35%
1 Month
  -56.16%
3 Months
  -92.81%
YTD
  -95.11%
1 Year
  -96.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.064
1M High / 1M Low: 0.172 0.064
6M High / 6M Low: 1.430 0.064
High (YTD): 2024-01-02 1.190
Low (YTD): 2024-05-31 0.064
52W High: 2023-08-01 3.440
52W Low: 2024-05-31 0.064
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.563
Avg. volume 6M:   0.000
Avg. price 1Y:   1.313
Avg. volume 1Y:   0.000
Volatility 1M:   359.43%
Volatility 6M:   270.94%
Volatility 1Y:   220.87%
Volatility 3Y:   -