Morgan Stanley Call 80 AEP 21.06.2024
/ DE000MB81VV0
Morgan Stanley Call 80 AEP 21.06..../ DE000MB81VV0 /
2024-05-24 8:46:52 PM |
Chg.-0.030 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
-3.19% |
- Bid Size: - |
- Ask Size: - |
American Electric Po... |
80.00 - |
2024-06-21 |
Call |
Master data
WKN: |
MB81VV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
American Electric Power Company Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-28 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.88 |
Historic volatility: |
0.18 |
Parity: |
0.20 |
Time value: |
0.69 |
Break-even: |
88.90 |
Moneyness: |
1.03 |
Premium: |
0.08 |
Premium p.a.: |
1.97 |
Spread abs.: |
0.01 |
Spread %: |
1.14% |
Delta: |
0.59 |
Theta: |
-0.15 |
Omega: |
5.47 |
Rho: |
0.03 |
Quote data
Open: |
0.930 |
High: |
0.930 |
Low: |
0.900 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.02% |
1 Month |
|
|
+44.44% |
3 Months |
|
|
+106.82% |
YTD |
|
|
+75.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.250 |
0.910 |
1M High / 1M Low: |
1.250 |
0.630 |
6M High / 6M Low: |
1.250 |
0.203 |
High (YTD): |
2024-05-21 |
1.250 |
Low (YTD): |
2024-02-08 |
0.203 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.084 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.996 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.564 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.53% |
Volatility 6M: |
|
188.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |