Morgan Stanley Call 88 NDA 21.06.2024
/ DE000MB7ZM55
Morgan Stanley Call 88 NDA 21.06..../ DE000MB7ZM55 /
| 2024-05-02 2:28:15 PM |
Chg.-0.008 |
Bid4:03:45 PM |
Ask4:03:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
-10.13% |
0.079
Bid Size: 20,000 |
0.099
Ask Size: 20,000 |
AURUBIS AG |
88.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZM5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
74.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-1.28 |
| Time value: |
0.10 |
| Break-even: |
89.01 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
0.02 |
| Spread %: |
29.49% |
| Delta: |
0.18 |
| Theta: |
-0.03 |
| Omega: |
13.13 |
| Rho: |
0.02 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.071 |
| Previous Close: |
0.079 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.47% |
| 1 Month |
|
|
+5.97% |
| 3 Months |
|
|
-65.53% |
| YTD |
|
|
-83.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.073 |
| 1M High / 1M Low: |
0.124 |
0.067 |
| 6M High / 6M Low: |
0.860 |
0.058 |
| High (YTD): |
2024-01-02 |
0.360 |
| Low (YTD): |
2024-03-12 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.01% |
| Volatility 6M: |
|
135.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
