Morgan Stanley Call 71 XS4 21.06..../  DE000MB37Q10  /

Stuttgart
17/05/2024  18:06:03 Chg.-0.010 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.450EUR -2.17% -
Bid Size: -
-
Ask Size: -
ON SEMICOND. D... 71.00 - 21/06/2024 Call
 

Master data

WKN: MB37Q1
Issuer: Morgan Stanley
Currency: EUR
Underlying: ON SEMICOND. DL-,01
Type: Warrant
Option type: Call
Strike price: 71.00 -
Maturity: 21/06/2024
Issue date: 03/02/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.27
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.40
Parity: -0.38
Time value: 0.44
Break-even: 75.40
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 2.34
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.45
Theta: -0.09
Omega: 6.86
Rho: 0.02
 

Quote data

Open: 0.410
High: 0.450
Low: 0.410
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.63%
1 Month  
+45.16%
3 Months
  -65.12%
YTD
  -75.00%
1 Year
  -81.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.320
1M High / 1M Low: 0.540 0.178
6M High / 6M Low: 1.920 0.178
High (YTD): 02/01/2024 1.650
Low (YTD): 22/04/2024 0.178
52W High: 01/08/2023 4.010
52W Low: 22/04/2024 0.178
Avg. price 1W:   0.450
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   0.955
Avg. volume 6M:   0.000
Avg. price 1Y:   1.805
Avg. volume 1Y:   0.000
Volatility 1M:   339.25%
Volatility 6M:   224.57%
Volatility 1Y:   185.70%
Volatility 3Y:   -