Morgan Stanley Call 30 MOS 21.06.2024
/ DE000MB91NT0
Morgan Stanley Call 30 MOS 21.06..../ DE000MB91NT0 /
| 29/05/2024 11:31:32 |
Chg.-0.01 |
Bid13:23:51 |
Ask13:23:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-0.79% |
1.25
Bid Size: 750 |
1.38
Ask Size: 750 |
Mosaic Company |
30.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
MB91NT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Mosaic Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.30 |
| Parity: |
1.04 |
| Time value: |
0.37 |
| Break-even: |
29.06 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
2.92% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
15.04 |
| Rho: |
0.01 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.46% |
| 1 Month |
|
|
-25.60% |
| 3 Months |
|
|
-32.07% |
| YTD |
|
|
-57.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.22 |
| 1M High / 1M Low: |
1.94 |
0.69 |
| 6M High / 6M Low: |
3.27 |
0.69 |
| High (YTD): |
02/01/2024 |
3.08 |
| Low (YTD): |
03/05/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.34% |
| Volatility 6M: |
|
168.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
