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Morgan Stanley Call 13.5 VALE 20..../  DE000MB5SK58  /

Stuttgart
2024-06-04  6:06:21 PM Chg.-0.070 Bid6:59:38 PM Ask6:59:38 PM Underlying Strike price Expiration date Option type
0.370EUR -15.91% 0.370
Bid Size: 40,000		 -
Ask Size: -		 Vale SA 13.50 - 2024-12-20 Call
 

Master data

WKN: MB5SK5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 13.50 -
Maturity: 2024-12-20
Issue date: 2023-04-24
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 25.80
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -2.66
Time value: 0.42
Break-even: 13.92
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.58
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.27
Theta: 0.00
Omega: 6.97
Rho: 0.01
 

Quote data

Open: 0.380
High: 0.380
Low: 0.370
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.78%
1 Month
  -50.67%
3 Months
  -65.42%
YTD
  -87.33%
1 Year
  -84.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.440
1M High / 1M Low: 0.840 0.440
6M High / 6M Low: 3.080 0.440
High (YTD): 2024-01-02 2.910
Low (YTD): 2024-06-03 0.440
52W High: 2023-12-27 3.080
52W Low: 2024-06-03 0.440
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.673
Avg. volume 1M:   0.000
Avg. price 6M:   1.304
Avg. volume 6M:   0.000
Avg. price 1Y:   1.717
Avg. volume 1Y:   0.000
Volatility 1M:   148.18%
Volatility 6M:   146.00%
Volatility 1Y:   133.74%
Volatility 3Y:   -