Morgan Stanley Call 14.8189 PBR 20.12.2024
/ DE000MB70VF6
Morgan Stanley Call 14.8189 PBR 2.../ DE000MB70VF6 /
| 2024-05-02 8:08:37 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Petroleo Brasileiro ... |
14.8189 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB70VF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Petroleo Brasileiro ADR |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.82 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
0.45 |
| Time value: |
1.76 |
| Break-even: |
17.03 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
1.84% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
4.35 |
| Rho: |
0.05 |
Quote data
| Open: |
1.89 |
| High: |
2.21 |
| Low: |
1.89 |
| Previous Close: |
1.57 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.34% |
| 1 Month |
|
|
+118.81% |
| 3 Months |
|
|
-3.91% |
| YTD |
|
|
+12.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.21 |
1.57 |
| 1M High / 1M Low: |
2.21 |
1.00 |
| 6M High / 6M Low: |
2.78 |
0.83 |
| High (YTD): |
2024-02-01 |
2.78 |
| Low (YTD): |
2024-03-21 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.61% |
| Volatility 6M: |
|
153.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
