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Morgan Stanley Call 14.5 VALE 20..../  DE000MB4EF86  /

Stuttgart
2024-05-31  6:54:02 PM Chg.-0.030 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.300EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 Vale SA 14.50 - 2024-12-20 Call
 

Master data

WKN: MB4EF8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 14.50 -
Maturity: 2024-12-20
Issue date: 2023-03-15
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 36.07
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -3.32
Time value: 0.31
Break-even: 14.81
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.66
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.21
Theta: 0.00
Omega: 7.68
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.310
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -28.57%
3 Months
  -62.03%
YTD
  -87.45%
1 Year
  -80.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.310
1M High / 1M Low: 0.570 0.310
6M High / 6M Low: 2.530 0.310
High (YTD): 2024-01-02 2.470
Low (YTD): 2024-05-29 0.310
52W High: 2023-12-27 2.530
52W Low: 2024-05-29 0.310
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.446
Avg. volume 1M:   0.000
Avg. price 6M:   0.996
Avg. volume 6M:   0.000
Avg. price 1Y:   1.370
Avg. volume 1Y:   0.000
Volatility 1M:   166.41%
Volatility 6M:   173.24%
Volatility 1Y:   151.71%
Volatility 3Y:   -