Morgan Stanley Call 207.5 ADSK 20.12.2024
/ DE000MB1B4K6
Morgan Stanley Call 207.5 ADSK 20.../ DE000MB1B4K6 /
2024-09-23 2:28:55 PM |
Chg.-0.09 |
Bid5:38:22 PM |
Ask5:38:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.79EUR |
-1.53% |
5.78 Bid Size: 25,000 |
5.82 Ask Size: 25,000 |
Autodesk Inc |
207.50 - |
2024-12-20 |
Call |
Master data
WKN: |
MB1B4K |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Autodesk Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
207.50 - |
Maturity: |
2024-12-20 |
Issue date: |
2022-12-07 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.50 |
Intrinsic value: |
3.20 |
Implied volatility: |
0.90 |
Historic volatility: |
0.24 |
Parity: |
3.20 |
Time value: |
2.60 |
Break-even: |
265.50 |
Moneyness: |
1.15 |
Premium: |
0.11 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.04 |
Spread %: |
0.69% |
Delta: |
0.71 |
Theta: |
-0.21 |
Omega: |
2.95 |
Rho: |
0.27 |
Quote data
Open: |
5.69 |
High: |
5.79 |
Low: |
5.69 |
Previous Close: |
5.88 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.69% |
1 Month |
|
|
+15.34% |
3 Months |
|
|
+34.65% |
YTD |
|
|
+6.63% |
1 Year |
|
|
+63.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.97 |
5.68 |
1M High / 1M Low: |
5.97 |
4.49 |
6M High / 6M Low: |
6.65 |
1.74 |
High (YTD): |
2024-02-09 |
7.39 |
Low (YTD): |
2024-05-31 |
1.74 |
52W High: |
2024-02-09 |
7.39 |
52W Low: |
2024-05-31 |
1.74 |
Avg. price 1W: |
|
5.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.22 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.54 |
Avg. volume 1Y: |
|
.28 |
Volatility 1M: |
|
83.49% |
Volatility 6M: |
|
138.09% |
Volatility 1Y: |
|
117.26% |
Volatility 3Y: |
|
- |