Morgan Stanley Call 74 NDA 21.06.2024
/ DE000MB7ZLR5
Morgan Stanley Call 74 NDA 21.06..../ DE000MB7ZLR5 /
| 2024-05-30 3:24:36 PM |
Chg.+0.080 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+22.22% |
0.440
Bid Size: 50,000 |
0.470
Ask Size: 50,000 |
AURUBIS AG |
74.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZLR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
0.17 |
| Time value: |
0.22 |
| Break-even: |
77.90 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
0.62 |
| Theta: |
-0.07 |
| Omega: |
12.05 |
| Rho: |
0.03 |
Quote data
| Open: |
0.310 |
| High: |
0.440 |
| Low: |
0.310 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-6.38% |
| 3 Months |
|
|
+145.81% |
| YTD |
|
|
-51.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.330 |
| 1M High / 1M Low: |
0.740 |
0.122 |
| 6M High / 6M Low: |
1.310 |
0.090 |
| High (YTD): |
2024-01-02 |
0.770 |
| Low (YTD): |
2024-03-06 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
468.10% |
| Volatility 6M: |
|
264.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
