Morgan Stanley Call 58 BSN 21.06.2024
/ DE000MB77S27
Morgan Stanley Call 58 BSN 21.06..../ DE000MB77S27 /
| 2024-05-31 5:46:04 PM |
Chg.+0.18 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
+11.69% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
58.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB77S2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
35.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
1.12 |
| Time value: |
0.55 |
| Break-even: |
59.67 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
-0.17 |
| Spread %: |
-9.24% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
25.18 |
| Rho: |
0.02 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.72 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.47% |
| 1 Month |
|
|
+21.99% |
| 3 Months |
|
|
+20.28% |
| YTD |
|
|
-12.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.40 |
| 1M High / 1M Low: |
2.48 |
1.32 |
| 6M High / 6M Low: |
2.94 |
0.83 |
| High (YTD): |
2024-01-29 |
2.94 |
| Low (YTD): |
2024-04-10 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.31% |
| Volatility 6M: |
|
176.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
