Morgan Stanley Call 14.5 VALE 20.12.2024
/ DE000MB4EF86
Morgan Stanley Call 14.5 VALE 20..../ DE000MB4EF86 /
| 6/4/2024 5:17:16 PM |
Chg.-0.016 |
Bid6:47:38 PM |
Ask6:47:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.233EUR |
-6.43% |
0.230
Bid Size: 40,000 |
-
Ask Size: - |
Vale SA |
14.50 - |
12/20/2024 |
Call |
Master data
| WKN: |
MB4EF8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/15/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-3.66 |
| Time value: |
0.25 |
| Break-even: |
14.75 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.18 |
| Theta: |
0.00 |
| Omega: |
7.92 |
| Rho: |
0.01 |
Quote data
| Open: |
0.239 |
| High: |
0.239 |
| Low: |
0.233 |
| Previous Close: |
0.249 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.17% |
| 1 Month |
|
|
-53.40% |
| 3 Months |
|
|
-68.93% |
| YTD |
|
|
-90.25% |
| 1 Year |
|
|
-88.11% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.249 |
| 1M High / 1M Low: |
0.570 |
0.249 |
| 6M High / 6M Low: |
2.530 |
0.249 |
| High (YTD): |
1/2/2024 |
2.470 |
| Low (YTD): |
6/3/2024 |
0.249 |
| 52W High: |
12/27/2023 |
2.530 |
| 52W Low: |
6/3/2024 |
0.249 |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.966 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.356 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
169.10% |
| Volatility 6M: |
|
174.65% |
| Volatility 1Y: |
|
152.21% |
| Volatility 3Y: |
|
- |
