Morgan Stanley Call 130 VLO 20.06.2025
/ DE000MB7WWQ1
Morgan Stanley Call 130 VLO 20.06.../ DE000MB7WWQ1 /
| 2024-05-31 8:54:35 PM |
Chg.- |
Bid11:55:37 AM |
Ask11:55:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.55EUR |
- |
3.56
Bid Size: 1,000 |
3.62
Ask Size: 1,000 |
Valero Energy Corpor... |
130.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
MB7WWQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
1.48 |
| Time value: |
2.13 |
| Break-even: |
166.10 |
| Moneyness: |
1.11 |
| Premium: |
0.15 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
2.84 |
| Rho: |
0.70 |
Quote data
| Open: |
3.15 |
| High: |
3.55 |
| Low: |
3.13 |
| Previous Close: |
3.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.21% |
| 1 Month |
|
|
-1.93% |
| 3 Months |
|
|
+30.04% |
| YTD |
|
|
+77.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
3.23 |
| 1M High / 1M Low: |
4.04 |
3.23 |
| 6M High / 6M Low: |
5.92 |
1.63 |
| High (YTD): |
2024-04-05 |
5.92 |
| Low (YTD): |
2024-01-18 |
1.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.21% |
| Volatility 6M: |
|
94.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
