Morgan Stanley Call 97 XS4 21.06..../  DE000MB37RE6  /

Stuttgart
2024-05-31  5:51:29 PM Chg.- Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.009EUR - -
Bid Size: -
-
Ask Size: -
ON SEMICOND. D... 97.00 - 2024-06-21 Call
 

Master data

WKN: MB37RE
Issuer: Morgan Stanley
Currency: EUR
Underlying: ON SEMICOND. DL-,01
Type: Warrant
Option type: Call
Strike price: 97.00 -
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 166.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.18
Historic volatility: 0.40
Parity: -3.05
Time value: 0.04
Break-even: 97.40
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 300.00%
Delta: 0.07
Theta: -0.07
Omega: 10.82
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.009
Low: 0.003
Previous Close: 0.010
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -57.14%
3 Months
  -97.95%
YTD
  -98.42%
1 Year
  -99.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.009
1M High / 1M Low: 0.022 0.004
6M High / 6M Low: 0.640 0.004
High (YTD): 2024-01-02 0.510
Low (YTD): 2024-05-28 0.004
52W High: 2023-08-01 2.340
52W Low: 2024-05-28 0.004
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.711
Avg. volume 1Y:   0.000
Volatility 1M:   703.48%
Volatility 6M:   381.83%
Volatility 1Y:   297.85%
Volatility 3Y:   -