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Morgan Stanley Call 80 SII 20.12..../  DE000MB5ZT50  /

Stuttgart
2024-05-27  9:07:49 AM Chg.+0.007 Bid10:10:12 AM Ask10:10:12 AM Underlying Strike price Expiration date Option type
0.084EUR +9.09% 0.085
Bid Size: 10,000		 0.108
Ask Size: 10,000		 WHEATON PREC. METALS 80.00 - 2024-12-20 Call
 

Master data

WKN: MB5ZT5
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-05-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.53
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.26
Parity: -2.80
Time value: 0.09
Break-even: 80.92
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 1.18
Spread abs.: 0.01
Spread %: 15.00%
Delta: 0.13
Theta: -0.01
Omega: 7.22
Rho: 0.03
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.15%
1 Month
  -10.64%
3 Months  
+121.05%
YTD
  -2.33%
1 Year
  -58.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.075
1M High / 1M Low: 0.099 0.067
6M High / 6M Low: 0.127 0.037
High (YTD): 2024-04-12 0.120
Low (YTD): 2024-03-26 0.037
52W High: 2023-06-01 0.233
52W Low: 2024-03-26 0.037
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   736.842
Avg. price 6M:   0.076
Avg. volume 6M:   217.742
Avg. price 1Y:   0.102
Avg. volume 1Y:   106.299
Volatility 1M:   159.29%
Volatility 6M:   173.86%
Volatility 1Y:   139.06%
Volatility 3Y:   -