Morgan Stanley Call 270 ADP 20.12.../  DE000MB32SN6  /

Stuttgart
10/31/2024  8:49:35 PM Chg.-0.22 Bid10:05:01 PM Ask10:05:01 PM Underlying Strike price Expiration date Option type
2.19EUR -9.13% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 270.00 - 12/20/2024 Call
 

Master data

WKN: MB32SN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 12/20/2024
Issue date: 2/1/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.05
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.14
Parity: -0.04
Time value: 2.44
Break-even: 294.40
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.90
Spread abs.: 0.21
Spread %: 9.42%
Delta: 0.55
Theta: -0.25
Omega: 6.08
Rho: 0.17
 

Quote data

Open: 2.26
High: 2.26
Low: 2.19
Previous Close: 2.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.45%
1 Month  
+54.23%
3 Months  
+97.30%
YTD  
+170.37%
1 Year  
+222.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.41 1.97
1M High / 1M Low: 2.65 1.42
6M High / 6M Low: 2.65 0.26
High (YTD): 10/15/2024 2.65
Low (YTD): 7/10/2024 0.26
52W High: 10/15/2024 2.65
52W Low: 7/10/2024 0.26
Avg. price 1W:   2.17
Avg. volume 1W:   0.00
Avg. price 1M:   2.16
Avg. volume 1M:   0.00
Avg. price 6M:   1.08
Avg. volume 6M:   0.00
Avg. price 1Y:   1.00
Avg. volume 1Y:   0.00
Volatility 1M:   130.94%
Volatility 6M:   177.09%
Volatility 1Y:   158.14%
Volatility 3Y:   -