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Morgan Stanley Call 12.5 VALE 20..../  DE000MB5VRC7  /

Stuttgart
2024-06-04  9:11:48 PM Chg.-0.060 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.610EUR -8.96% -
Bid Size: -		 -
Ask Size: -		 Vale SA 12.50 - 2024-12-20 Call
 

Master data

WKN: MB5VRC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 12.50 -
Maturity: 2024-12-20
Issue date: 2023-04-27
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 15.94
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -1.66
Time value: 0.68
Break-even: 13.18
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.43
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.38
Theta: 0.00
Omega: 6.05
Rho: 0.02
 

Quote data

Open: 0.650
High: 0.650
Low: 0.590
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.20%
1 Month
  -47.41%
3 Months
  -60.39%
YTD
  -83.01%
1 Year
  -77.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.670
1M High / 1M Low: 1.270 0.670
6M High / 6M Low: 3.730 0.670
High (YTD): 2024-01-02 3.670
Low (YTD): 2024-06-03 0.670
52W High: 2023-12-27 3.730
52W Low: 2024-06-03 0.670
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   1.035
Avg. volume 1M:   0.000
Avg. price 6M:   1.740
Avg. volume 6M:   0.000
Avg. price 1Y:   2.163
Avg. volume 1Y:   0.000
Volatility 1M:   139.22%
Volatility 6M:   146.90%
Volatility 1Y:   130.77%
Volatility 3Y:   -