Morgan Stanley Call 105 NDA 21.06.2024
/ DE000MB8RF87
Morgan Stanley Call 105 NDA 21.06.../ DE000MB8RF87 /
| 2024-05-02 2:13:21 PM |
Chg.+0.001 |
Bid2024-05-02 |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
+2.08% |
0.049
Bid Size: 20,000 |
0.069
Ask Size: 20,000 |
AURUBIS AG |
105.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
MB8RF8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
105.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.31 |
| Parity: |
-2.98 |
| Time value: |
0.07 |
| Break-even: |
105.71 |
| Moneyness: |
0.72 |
| Premium: |
0.41 |
| Premium p.a.: |
11.01 |
| Spread abs.: |
0.02 |
| Spread %: |
47.92% |
| Delta: |
0.10 |
| Theta: |
-0.03 |
| Omega: |
10.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.049 |
| High: |
0.049 |
| Low: |
0.049 |
| Previous Close: |
0.048 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.33% |
| 1 Month |
|
|
-16.95% |
| 3 Months |
|
|
-75.13% |
| YTD |
|
|
-81.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.047 |
| 1M High / 1M Low: |
0.070 |
0.047 |
| 6M High / 6M Low: |
0.480 |
0.047 |
| High (YTD): |
2024-01-02 |
0.250 |
| Low (YTD): |
2024-04-26 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.43% |
| Volatility 6M: |
|
117.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
