OverviewChartNewsTraderScreen

Morgan Stanley Call 155 ABEA 21.0.../  DE000MB7GTQ0  /

Stuttgart
2024-05-27  11:46:11 AM Chg.0.000 Bid1:23:01 PM Ask1:23:01 PM Underlying Strike price Expiration date Option type
0.870EUR 0.00% 0.860
Bid Size: 20,000		 0.870
Ask Size: 20,000		 ALPHABET INC.CL.A DL... 155.00 - 2024-06-21 Call
 

Master data

WKN: MB7GTQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALPHABET INC.CL.A DL-,001
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2024-06-21
Issue date: 2023-06-14
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 18.33
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.63
Implied volatility: 0.28
Historic volatility: 0.25
Parity: 0.63
Time value: 0.25
Break-even: 163.80
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.73
Theta: -0.09
Omega: 13.37
Rho: 0.07
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month  
+19.18%
3 Months  
+457.69%
YTD  
+261.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.840
1M High / 1M Low: 0.880 0.600
6M High / 6M Low: 0.880 0.100
High (YTD): 2024-05-22 0.880
Low (YTD): 2024-03-06 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.870
Avg. volume 1W:   2,800
Avg. price 1M:   0.758
Avg. volume 1M:   1,186.842
Avg. price 6M:   0.347
Avg. volume 6M:   343.145
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.01%
Volatility 6M:   222.19%
Volatility 1Y:   -
Volatility 3Y:   -