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Morgan Stanley Call 12 VALE 20.12.../  DE000MB6KDJ3  /

Stuttgart
2024-06-05  3:57:56 PM Chg.-0.030 Bid4:25:28 PM Ask4:25:28 PM Underlying Strike price Expiration date Option type
0.740EUR -3.90% 0.740
Bid Size: 80,000		 -
Ask Size: -		 Vale SA 12.00 - 2024-12-20 Call
 

Master data

WKN: MB6KDJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-12-20
Issue date: 2023-05-25
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 13.77
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -1.40
Time value: 0.77
Break-even: 12.77
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.41
Theta: 0.00
Omega: 5.68
Rho: 0.02
 

Quote data

Open: 0.770
High: 0.770
Low: 0.740
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.00%
1 Month
  -47.52%
3 Months
  -55.15%
YTD
  -81.12%
1 Year
  -75.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.770
1M High / 1M Low: 1.510 0.770
6M High / 6M Low: 4.060 0.770
High (YTD): 2024-01-02 3.840
Low (YTD): 2024-06-04 0.770
52W High: 2023-12-27 4.060
52W Low: 2024-06-04 0.770
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   1.253
Avg. volume 1M:   0.000
Avg. price 6M:   1.975
Avg. volume 6M:   0.000
Avg. price 1Y:   2.415
Avg. volume 1Y:   0.000
Volatility 1M:   123.50%
Volatility 6M:   128.96%
Volatility 1Y:   118.25%
Volatility 3Y:   -