Morgan Stanley Call 56 BSN 21.06.2024
/ DE000MB7ZG87
Morgan Stanley Call 56 BSN 21.06..../ DE000MB7ZG87 /
| 2024-05-24 8:18:36 PM |
Chg.+0.010 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+2.86% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
56.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZG8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.13 |
| Parity: |
0.32 |
| Time value: |
0.06 |
| Break-even: |
59.80 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
12.55 |
| Rho: |
0.03 |
Quote data
| Open: |
0.350 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.28% |
| 1 Month |
|
|
+38.46% |
| 3 Months |
|
|
-30.77% |
| YTD |
|
|
-23.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.350 |
| 1M High / 1M Low: |
0.440 |
0.260 |
| 6M High / 6M Low: |
0.700 |
0.215 |
| High (YTD): |
2024-01-30 |
0.700 |
| Low (YTD): |
2024-04-15 |
0.215 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.474 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.88% |
| Volatility 6M: |
|
137.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
