Morgan Stanley Call 40 DSY 21.06.2024
/ DE000MB7ZQJ1
Morgan Stanley Call 40 DSY 21.06..../ DE000MB7ZQJ1 /
5/31/2024 8:52:42 AM |
Chg.-0.001 |
Bid10:42:58 AM |
Ask10:42:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.044EUR |
-2.22% |
0.042 Bid Size: 150,000 |
0.056 Ask Size: 150,000 |
Dassault Systemes SE |
40.00 - |
6/21/2024 |
Call |
Master data
WKN: |
MB7ZQJ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Dassault Systemes SE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
6/21/2024 |
Issue date: |
6/27/2023 |
Last trading day: |
6/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
61.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.23 |
Parity: |
-0.25 |
Time value: |
0.06 |
Break-even: |
40.61 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
2.92 |
Spread abs.: |
0.02 |
Spread %: |
35.56% |
Delta: |
0.28 |
Theta: |
-0.03 |
Omega: |
17.32 |
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): |
1/30/2024 |
1.060 |
Low (YTD): |
5/30/2024 |
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: |
|
- |