Morgan Stanley Call 90 ABL 21.06.2024
/ DE000MB78EC2
Morgan Stanley Call 90 ABL 21.06..../ DE000MB78EC2 /
| 2024-06-05 5:48:07 PM |
Chg.-0.010 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-1.12% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
90.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB78EC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.16 |
| Parity: |
0.50 |
| Time value: |
0.41 |
| Break-even: |
99.10 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.66 |
| Theta: |
-0.19 |
| Omega: |
6.92 |
| Rho: |
0.02 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.880 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.53% |
| 1 Month |
|
|
-1.12% |
| 3 Months |
|
|
-2.22% |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.850 |
| 1M High / 1M Low: |
0.900 |
0.850 |
| 6M High / 6M Low: |
0.910 |
0.720 |
| High (YTD): |
2024-03-14 |
0.910 |
| Low (YTD): |
2024-01-03 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.856 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.98% |
| Volatility 6M: |
|
21.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
