Morgan Stanley Call 80 BNR 21.06.2024
/ DE000MB7YY03
Morgan Stanley Call 80 BNR 21.06..../ DE000MB7YY03 /
| 2024-05-06 2:16:19 PM |
Chg.+0.009 |
Bid4:02:52 PM |
Ask4:02:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.139EUR |
+6.92% |
0.137
Bid Size: 40,000 |
0.147
Ask Size: 40,000 |
BRENNTAG SE NA O.N. |
80.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7YY0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
53.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-0.45 |
| Time value: |
0.14 |
| Break-even: |
81.41 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
9.30% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
16.68 |
| Rho: |
0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.139 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.51% |
| 1 Month |
|
|
-38.77% |
| 3 Months |
|
|
-78.94% |
| YTD |
|
|
-84.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.133 |
0.123 |
| 1M High / 1M Low: |
0.230 |
0.123 |
| 6M High / 6M Low: |
0.940 |
0.123 |
| High (YTD): |
2024-03-01 |
0.940 |
| Low (YTD): |
2024-04-30 |
0.123 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.129 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.08% |
| Volatility 6M: |
|
133.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
