Morgan Stanley Call 13.8189 PBR 21.06.2024
/ DE000MB6WXN8
Morgan Stanley Call 13.8189 PBR 2.../ DE000MB6WXN8 /
| 2024-05-02 8:33:58 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Petroleo Brasileiro ... |
13.8189 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB6WXN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Petroleo Brasileiro ADR |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.82 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.31 |
| Parity: |
1.45 |
| Time value: |
1.19 |
| Break-even: |
16.46 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.99 |
| Rho: |
0.01 |
Quote data
| Open: |
2.49 |
| High: |
2.81 |
| Low: |
2.49 |
| Previous Close: |
2.38 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.07% |
| 1 Month |
|
|
+155.45% |
| 3 Months |
|
|
+3.69% |
| YTD |
|
|
+30.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.81 |
2.38 |
| 1M High / 1M Low: |
2.81 |
1.09 |
| 6M High / 6M Low: |
3.28 |
0.73 |
| High (YTD): |
2024-02-19 |
3.28 |
| Low (YTD): |
2024-03-18 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.14% |
| Volatility 6M: |
|
185.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
