Morgan Stanley Call 36 DSY 21.06.2024
/ DE000MB7ZQE2
Morgan Stanley Call 36 DSY 21.06..../ DE000MB7ZQE2 /
| 5/31/2024 8:52:40 AM |
Chg.-0.004 |
Bid10:24:55 AM |
Ask10:24:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.218EUR |
-1.80% |
0.146
Bid Size: 150,000 |
0.160
Ask Size: 150,000 |
Dassault Systemes SE |
36.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
MB7ZQE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/27/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
0.15 |
| Time value: |
0.08 |
| Break-even: |
38.36 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
6.31% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
11.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.218 |
| High: |
0.218 |
| Low: |
0.218 |
| Previous Close: |
0.222 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.94% |
| 1 Month |
|
|
+2.35% |
| 3 Months |
|
|
-75.51% |
| YTD |
|
|
-80.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.222 |
| 1M High / 1M Low: |
0.400 |
0.192 |
| 6M High / 6M Low: |
1.420 |
0.192 |
| High (YTD): |
1/30/2024 |
1.420 |
| Low (YTD): |
5/2/2024 |
0.192 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.756 |
| Avg. volume 6M: |
|
32 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.31% |
| Volatility 6M: |
|
166.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
