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Morgan Stanley Call 16 VALE 20.12.../  DE000MB3F809  /

Stuttgart
2024-05-29  10:22:17 AM Chg.-0.043 Bid11:53:37 AM Ask11:53:37 AM Underlying Strike price Expiration date Option type
0.172EUR -20.00% 0.165
Bid Size: 2,000		 -
Ask Size: -		 Vale SA 16.00 - 2024-12-20 Call
 

Master data

WKN: MB3F80
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-12-20
Issue date: 2023-02-08
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 65.09
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -4.61
Time value: 0.18
Break-even: 16.18
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 0.87
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.13
Theta: 0.00
Omega: 8.63
Rho: 0.01
 

Quote data

Open: 0.172
High: 0.172
Low: 0.172
Previous Close: 0.215
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.46%
1 Month
  -36.30%
3 Months
  -62.61%
YTD
  -89.94%
1 Year
  -87.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.219 0.204
1M High / 1M Low: 0.270 0.192
6M High / 6M Low: 1.810 0.157
High (YTD): 2024-01-02 1.750
Low (YTD): 2024-04-05 0.157
52W High: 2023-07-25 1.840
52W Low: 2024-04-05 0.157
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   0.645
Avg. volume 6M:   0.000
Avg. price 1Y:   0.971
Avg. volume 1Y:   23.438
Volatility 1M:   139.50%
Volatility 6M:   182.91%
Volatility 1Y:   158.17%
Volatility 3Y:   -