Morgan Stanley Call 77.5 NEM 21.06.2024
/ DE000MB7ZA59
Morgan Stanley Call 77.5 NEM 21.0.../ DE000MB7ZA59 /
| 2024-05-02 8:42:56 AM |
Chg.+0.030 |
Bid9:56:26 AM |
Ask9:56:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+3.49% |
0.750
Bid Size: 50,000 |
0.800
Ask Size: 50,000 |
NEMETSCHEK SE O.N. |
77.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZA5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
0.61 |
| Time value: |
0.38 |
| Break-even: |
87.30 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.12 |
| Spread %: |
13.95% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
5.96 |
| Rho: |
0.07 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.11% |
| 1 Month |
|
|
-35.04% |
| 3 Months |
|
|
-42.95% |
| YTD |
|
|
-21.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.760 |
| 1M High / 1M Low: |
1.520 |
0.680 |
| 6M High / 6M Low: |
2.060 |
0.680 |
| High (YTD): |
2024-02-09 |
2.060 |
| Low (YTD): |
2024-04-19 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.835 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.359 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.65% |
| Volatility 6M: |
|
146.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
