Morgan Stanley Call 122 ON 21.06.2024
/ DE000MB8B2S6
Morgan Stanley Call 122 ON 21.06..../ DE000MB8B2S6 /
| 2024-05-03 8:38:40 AM |
Chg.-0.008 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-44.44% |
0.010
Bid Size: 5,000 |
0.040
Ask Size: 5,000 |
ON Semiconductor |
122.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB8B2S |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
160.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.41 |
| Parity: |
-4.94 |
| Time value: |
0.04 |
| Break-even: |
114.24 |
| Moneyness: |
0.57 |
| Premium: |
0.77 |
| Premium p.a.: |
64.69 |
| Spread abs.: |
0.02 |
| Spread %: |
150.00% |
| Delta: |
0.05 |
| Theta: |
-0.02 |
| Omega: |
8.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.018 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-56.52% |
| 3 Months |
|
|
-72.97% |
| YTD |
|
|
-94.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.018 |
0.016 |
| 1M High / 1M Low: |
0.023 |
0.013 |
| 6M High / 6M Low: |
0.183 |
0.013 |
| High (YTD): |
2024-01-02 |
0.134 |
| Low (YTD): |
2024-04-22 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.059 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.48% |
| Volatility 6M: |
|
299.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
