Morgan Stanley Call 5.5 AEGOF 21.06.2024
/ DE000MB7ZGZ8
Morgan Stanley Call 5.5 AEGOF 21..../ DE000MB7ZGZ8 /
| 2024-05-31 8:22:19 PM |
Chg.- |
Bid10:00:01 PM |
Ask10:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Aegon Ltd. |
5.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZGZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Aegon Ltd. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-03 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.22 |
| Parity: |
0.45 |
| Time value: |
0.09 |
| Break-even: |
6.04 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
8.73 |
| Rho: |
0.00 |
Quote data
| Open: |
0.510 |
| High: |
0.520 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+6.12% |
| 3 Months |
|
|
+282.35% |
| YTD |
|
|
+73.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.490 |
| 1M High / 1M Low: |
0.880 |
0.490 |
| 6M High / 6M Low: |
0.880 |
0.136 |
| High (YTD): |
2024-05-20 |
0.880 |
| Low (YTD): |
2024-03-04 |
0.136 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.555 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.03% |
| Volatility 6M: |
|
175.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
