Morgan Stanley Call 40 DSY 21.06.2024
/ DE000MB7ZQJ1
Morgan Stanley Call 40 DSY 21.06..../ DE000MB7ZQJ1 /
| 31/05/2024 08:52:42 |
Chg.-0.001 |
Bid09:28:22 |
Ask09:28:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
-2.22% |
0.038
Bid Size: 150,000 |
0.052
Ask Size: 150,000 |
Dassault Systemes SE |
40.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB7ZQJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
27/06/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
55.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
-0.20 |
| Time value: |
0.07 |
| Break-even: |
40.69 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
2.06 |
| Spread abs.: |
0.02 |
| Spread %: |
30.19% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
17.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
-92.00% |
| YTD |
|
|
-94.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.045 |
| 1M High / 1M Low: |
0.103 |
0.045 |
| 6M High / 6M Low: |
1.060 |
0.045 |
| High (YTD): |
30/01/2024 |
1.060 |
| Low (YTD): |
30/05/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.17% |
| Volatility 6M: |
|
214.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
