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Morgan Stanley Call 64 CMG 20.12..../  DE000MB60871  /

Stuttgart
2024-09-23  2:19:42 PM Chg.+0.010 Bid4:34:34 PM Ask4:34:34 PM Underlying Strike price Expiration date Option type
0.800EUR +1.27% 0.840
Bid Size: 30,000		 0.950
Ask Size: 30,000		 Chipotle Mexican Gri... 64.00 USD 2024-12-20 Call
 

Master data

WKN: MB6087
Issuer: Morgan Stanley
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-03
Last trading day: 2024-12-20
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 28.81
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -3.03
Time value: 0.89
Break-even: 59.13
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.80
Spread abs.: 0.10
Spread %: 12.66%
Delta: 0.32
Theta: -0.02
Omega: 9.19
Rho: 0.04
 

Quote data

Open: 0.760
High: 0.800
Low: 0.760
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.09%
1 Month  
+15.94%
3 Months
  -75.31%
YTD  
+81.82%
1 Year  
+175.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.790
1M High / 1M Low: 1.010 0.560
6M High / 6M Low: 4.830 0.560
High (YTD): 2024-06-19 4.830
Low (YTD): 2024-01-15 0.340
52W High: 2024-06-19 4.830
52W Low: 2023-10-17 0.230
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.752
Avg. volume 1M:   0.000
Avg. price 6M:   1.929
Avg. volume 6M:   0.000
Avg. price 1Y:   1.264
Avg. volume 1Y:   0.000
Volatility 1M:   176.76%
Volatility 6M:   199.73%
Volatility 1Y:   170.19%
Volatility 3Y:   -