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Morgan Stanley Call 13 GZF 21.06..../  DE000MB782T7  /

Stuttgart
2024-06-05  5:47:39 PM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.930EUR - -
Bid Size: -		 -
Ask Size: -		 ENGIE S.A. INH. ... 13.00 - 2024-06-21 Call
 

Master data

WKN: MB782T
Issuer: Morgan Stanley
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 2024-06-21
Issue date: 2023-06-09
Last trading day: 2024-06-06
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 13.27
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.27
Implied volatility: 1.56
Historic volatility: 0.17
Parity: 0.27
Time value: 0.73
Break-even: 14.00
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 7.53%
Delta: 0.58
Theta: -0.11
Omega: 7.74
Rho: 0.00
 

Quote data

Open: 0.990
High: 0.990
Low: 0.930
Previous Close: 0.930
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.13%
3 Months  
+22.37%
YTD  
+13.41%
1 Year  
+57.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.990 0.930
6M High / 6M Low: 0.990 0.430
High (YTD): 2024-05-29 0.990
Low (YTD): 2024-02-09 0.430
52W High: 2024-05-29 0.990
52W Low: 2024-02-09 0.430
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.962
Avg. volume 1M:   0.000
Avg. price 6M:   0.787
Avg. volume 6M:   25.641
Avg. price 1Y:   0.726
Avg. volume 1Y:   28.340
Volatility 1M:   37.08%
Volatility 6M:   71.88%
Volatility 1Y:   66.15%
Volatility 3Y:   -