Morgan Stanley Call 6 SBSW 21.06.2024
/ DE000MB7WYY1
Morgan Stanley Call 6 SBSW 21.06..../ DE000MB7WYY1 /
2024-05-21 2:12:23 PM |
Chg.-0.040 |
Bid4:17:04 PM |
Ask4:17:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-13.33% |
0.280 Bid Size: 80,000 |
0.330 Ask Size: 80,000 |
Sibanye Stillwater |
6.00 - |
2024-06-21 |
Call |
Master data
WKN: |
MB7WYY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Sibanye Stillwater |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-26 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.99 |
Historic volatility: |
0.54 |
Parity: |
-0.76 |
Time value: |
0.34 |
Break-even: |
6.34 |
Moneyness: |
0.87 |
Premium: |
0.21 |
Premium p.a.: |
8.44 |
Spread abs.: |
0.05 |
Spread %: |
17.24% |
Delta: |
0.38 |
Theta: |
-0.01 |
Omega: |
5.81 |
Rho: |
0.00 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+73.33% |
1 Month |
|
|
-7.14% |
3 Months |
|
|
-3.70% |
YTD |
|
|
-60.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.150 |
1M High / 1M Low: |
0.310 |
0.111 |
6M High / 6M Low: |
0.830 |
0.111 |
High (YTD): |
2024-01-02 |
0.640 |
Low (YTD): |
2024-05-03 |
0.111 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.234 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.173 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.354 |
Avg. volume 6M: |
|
26.613 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
275.14% |
Volatility 6M: |
|
235.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |