Morgan Stanley Call 12 VALE 20.12.2024
/ DE000MB6KDJ3
Morgan Stanley Call 12 VALE 20.12.../ DE000MB6KDJ3 /
| 31/05/2024 20:47:14 |
Chg.-0.100 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-9.62% |
-
Bid Size: - |
-
Ask Size: - |
Vale SA |
12.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB6KDJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
25/05/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-0.82 |
| Time value: |
1.00 |
| Break-even: |
13.00 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.48 |
| Theta: |
0.00 |
| Omega: |
5.41 |
| Rho: |
0.02 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.940 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.80% |
| 1 Month |
|
|
-21.01% |
| 3 Months |
|
|
-47.19% |
| YTD |
|
|
-76.02% |
| 1 Year |
|
|
-65.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
0.940 |
| 1M High / 1M Low: |
1.510 |
0.940 |
| 6M High / 6M Low: |
4.060 |
0.940 |
| High (YTD): |
02/01/2024 |
3.840 |
| Low (YTD): |
31/05/2024 |
0.940 |
| 52W High: |
27/12/2023 |
4.060 |
| 52W Low: |
31/05/2024 |
0.940 |
| Avg. price 1W: |
|
1.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.019 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.431 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
118.43% |
| Volatility 6M: |
|
128.12% |
| Volatility 1Y: |
|
118.23% |
| Volatility 3Y: |
|
- |
