Morgan Stanley Call 97.5 BG 21.06.../  DE000MB7WET3  /

Stuttgart
2024-05-10  6:55:02 PM Chg.-0.040 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.740EUR -5.13% -
Bid Size: -
-
Ask Size: -
Bunge Global SA 97.50 USD 2024-06-21 Call
 

Master data

WKN: MB7WET
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bunge Global SA
Type: Warrant
Option type: Call
Strike price: 97.50 USD
Maturity: 2024-06-21
Issue date: 2023-06-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.25
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.73
Implied volatility: 0.28
Historic volatility: 0.23
Parity: 0.73
Time value: 0.14
Break-even: 99.22
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 2.35%
Delta: 0.82
Theta: -0.04
Omega: 9.21
Rho: 0.08
 

Quote data

Open: 0.830
High: 0.830
Low: 0.740
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.00%
1 Month
  -21.28%
3 Months  
+174.07%
YTD
  -21.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.570
1M High / 1M Low: 1.300 0.500
6M High / 6M Low: 1.670 0.169
High (YTD): 2024-04-22 1.300
Low (YTD): 2024-02-08 0.169
52W High: - -
52W Low: - -
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.848
Avg. volume 1M:   0.000
Avg. price 6M:   0.785
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   228.48%
Volatility 6M:   181.16%
Volatility 1Y:   -
Volatility 3Y:   -