Morgan Stanley Call 71 NDA 21.06.2024
/ DE000MB86728
Morgan Stanley Call 71 NDA 21.06..../ DE000MB86728 /
| 2024-06-05 5:20:57 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
71.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB8672 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
71.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-06-06 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
0.33 |
| Time value: |
0.13 |
| Break-even: |
75.60 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
0.72 |
| Theta: |
-0.08 |
| Omega: |
11.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.390 |
| Low: |
0.350 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.83% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
+182.61% |
| YTD |
|
|
-63.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.390 |
| 1M High / 1M Low: |
1.010 |
0.219 |
| 6M High / 6M Low: |
1.430 |
0.108 |
| High (YTD): |
2024-05-20 |
1.010 |
| Low (YTD): |
2024-03-05 |
0.108 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.543 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.544 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.35% |
| Volatility 6M: |
|
256.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
