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Morgan Stanley Call 15.5 VALE 20..../  DE000MB3F7Z1  /

Stuttgart
2024-06-05  10:27:54 AM Chg.-0.010 Bid3:37:41 PM Ask3:37:41 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.128
Bid Size: 80,000		 -
Ask Size: -		 Vale SA 15.50 - 2024-12-20 Call
 

Master data

WKN: MB3F7Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 15.50 -
Maturity: 2024-12-20
Issue date: 2023-02-08
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 79.14
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -4.90
Time value: 0.13
Break-even: 15.63
Moneyness: 0.68
Premium: 0.47
Premium p.a.: 1.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.11
Theta: 0.00
Omega: 8.71
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.73%
1 Month
  -58.06%
3 Months
  -71.11%
YTD
  -93.30%
1 Year
  -92.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.199 0.140
1M High / 1M Low: 0.340 0.140
6M High / 6M Low: 2.030 0.140
High (YTD): 2024-01-02 1.980
Low (YTD): 2024-06-04 0.140
52W High: 2023-12-27 2.030
52W Low: 2024-06-04 0.140
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.700
Avg. volume 6M:   97.344
Avg. price 1Y:   1.068
Avg. volume 1Y:   47.531
Volatility 1M:   181.69%
Volatility 6M:   181.85%
Volatility 1Y:   156.63%
Volatility 3Y:   -