Morgan Stanley Call 200 PWR 21.06.../  DE000MB81XV6  /

Stuttgart
2024-06-05  4:19:57 PM Chg.+0.26 Bid6:20:18 PM Ask6:20:18 PM Underlying Strike price Expiration date Option type
6.73EUR +4.02% 7.01
Bid Size: 25,000
7.16
Ask Size: 25,000
Quanta Services Inc 200.00 - 2024-06-21 Call
 

Master data

WKN: MB81XV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Quanta Services Inc
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2023-06-28
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 4.85
Intrinsic value: 4.81
Implied volatility: 2.03
Historic volatility: 0.26
Parity: 4.81
Time value: 1.85
Break-even: 266.60
Moneyness: 1.24
Premium: 0.07
Premium p.a.: 4.14
Spread abs.: 0.15
Spread %: 2.30%
Delta: 0.77
Theta: -1.02
Omega: 2.85
Rho: 0.05
 

Quote data

Open: 6.52
High: 6.73
Low: 6.52
Previous Close: 6.47
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.93%
1 Month  
+26.27%
3 Months  
+56.15%
YTD  
+154.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.56 6.43
1M High / 1M Low: 7.95 5.48
6M High / 6M Low: 7.95 1.24
High (YTD): 2024-05-24 7.95
Low (YTD): 2024-01-24 1.31
52W High: - -
52W Low: - -
Avg. price 1W:   6.93
Avg. volume 1W:   0.00
Avg. price 1M:   6.72
Avg. volume 1M:   0.00
Avg. price 6M:   3.95
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.50%
Volatility 6M:   149.17%
Volatility 1Y:   -
Volatility 3Y:   -