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

Stuttgart
2024-06-18  8:47:43 PM Chg.+0.021 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.153EUR +15.91% -
Bid Size: -		 -
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: 54.12
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.27
Parity: -5.61
Time value: 0.19
Break-even: 16.19
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 1.40
Spread abs.: 0.05
Spread %: 39.13%
Delta: 0.13
Theta: 0.00
Omega: 7.07
Rho: 0.01
 

Quote data

Open: 0.147
High: 0.155
Low: 0.147
Previous Close: 0.132
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.30%
1 Month
  -43.33%
3 Months
  -35.98%
YTD
  -91.05%
1 Year
  -91.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.132 0.090
1M High / 1M Low: 0.249 0.090
6M High / 6M Low: 1.810 0.090
High (YTD): 2024-01-02 1.750
Low (YTD): 2024-06-12 0.090
52W High: 2023-07-25 1.840
52W Low: 2024-06-12 0.090
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.508
Avg. volume 6M:   0.000
Avg. price 1Y:   0.889
Avg. volume 1Y:   23.529
Volatility 1M:   205.22%
Volatility 6M:   194.90%
Volatility 1Y:   165.64%
Volatility 3Y:   -