Morgan Stanley Call 96 ON 16.01.2026
/ DE000MB9QY92
Morgan Stanley Call 96 ON 16.01.2.../ DE000MB9QY92 /
| 2024-05-31 6:22:14 PM |
Chg.-0.050 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-4.95% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
96.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
MB9QY9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2026-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.40 |
| Parity: |
-2.12 |
| Time value: |
1.06 |
| Break-even: |
99.09 |
| Moneyness: |
0.76 |
| Premium: |
0.47 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
3.01 |
| Rho: |
0.35 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.960 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.80% |
| 1 Month |
|
|
-11.93% |
| 3 Months |
|
|
-39.62% |
| YTD |
|
|
-48.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.960 |
| 1M High / 1M Low: |
1.210 |
0.960 |
| 6M High / 6M Low: |
1.950 |
0.690 |
| High (YTD): |
2024-03-07 |
1.790 |
| Low (YTD): |
2024-04-22 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.97% |
| Volatility 6M: |
|
120.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
