Morgan Stanley Call 260 PWR 21.06.2024
/ DE000MB96FZ2
Morgan Stanley Call 260 PWR 21.06.../ DE000MB96FZ2 /
| 2024-05-21 9:42:59 AM |
Chg.0.00 |
Bid4:55:48 PM |
Ask4:55:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
0.00% |
1.32
Bid Size: 15,000 |
1.42
Ask Size: 15,000 |
Quanta Services Inc |
260.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB96FZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Quanta Services Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
0.71 |
| Time value: |
0.61 |
| Break-even: |
252.60 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.09 |
| Spread %: |
7.32% |
| Delta: |
0.66 |
| Theta: |
-0.15 |
| Omega: |
12.25 |
| Rho: |
0.13 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.53% |
| 1 Month |
|
|
+56.58% |
| 3 Months |
|
|
+325.00% |
| YTD |
|
|
+205.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.02 |
| 1M High / 1M Low: |
1.58 |
0.76 |
| 6M High / 6M Low: |
1.75 |
0.10 |
| High (YTD): |
2024-04-05 |
1.75 |
| Low (YTD): |
2024-01-24 |
0.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
419.00% |
| Volatility 6M: |
|
347.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
