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Morgan Stanley Call 14.5 VALE 20..../  DE000MB4EF86  /

Stuttgart
2024-06-18  9:12:19 PM Chg.+0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.230EUR +15.00% -
Bid Size: -		 -
Ask Size: -		 Vale SA 14.50 - 2024-12-20 Call
 

Master data

WKN: MB4EF8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 14.50 -
Maturity: 2024-12-20
Issue date: 2023-03-15
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 38.49
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -4.11
Time value: 0.27
Break-even: 14.77
Moneyness: 0.72
Premium: 0.42
Premium p.a.: 1.00
Spread abs.: 0.06
Spread %: 28.57%
Delta: 0.18
Theta: 0.00
Omega: 7.02
Rho: 0.01
 

Quote data

Open: 0.220
High: 0.240
Low: 0.220
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.17%
1 Month
  -54.00%
3 Months
  -46.51%
YTD
  -90.38%
1 Year
  -89.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.174
1M High / 1M Low: 0.510 0.174
6M High / 6M Low: 2.530 0.174
High (YTD): 2024-01-02 2.470
Low (YTD): 2024-06-12 0.174
52W High: 2023-12-27 2.530
52W Low: 2024-06-12 0.174
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.825
Avg. volume 6M:   0.000
Avg. price 1Y:   1.279
Avg. volume 1Y:   0.000
Volatility 1M:   145.71%
Volatility 6M:   176.91%
Volatility 1Y:   153.55%
Volatility 3Y:   -