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Morgan Stanley Call 420 SYP 21.06.../  DE000MB0Y0S1  /

EUWAX
2024-06-03  9:47:54 AM Chg.+0.10 Bid1:12:12 PM Ask1:12:12 PM Underlying Strike price Expiration date Option type
1.35EUR +8.00% 1.34
Bid Size: 10,000		 1.36
Ask Size: 10,000		 SYNOPSYS INC. D... 420.00 - 2024-06-21 Call
 

Master data

WKN: MB0Y0S
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYNOPSYS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2024-06-21
Issue date: 2022-11-23
Last trading day: 2024-06-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.86
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.97
Implied volatility: 1.84
Historic volatility: 0.25
Parity: 0.97
Time value: 0.37
Break-even: 554.00
Moneyness: 1.23
Premium: 0.07
Premium p.a.: 3.10
Spread abs.: 0.01
Spread %: 0.75%
Delta: 0.76
Theta: -1.84
Omega: 2.94
Rho: 0.13
 

Quote data

Open: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.15%
1 Month  
+16.38%
3 Months
  -20.12%
YTD  
+25.00%
1 Year  
+60.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.25
1M High / 1M Low: 1.61 1.16
6M High / 6M Low: 1.77 0.80
High (YTD): 2024-03-21 1.77
Low (YTD): 2024-01-05 0.80
52W High: 2024-03-21 1.77
52W Low: 2023-08-18 0.58
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   1.33
Avg. volume 6M:   0.00
Avg. price 1Y:   1.08
Avg. volume 1Y:   0.00
Volatility 1M:   94.48%
Volatility 6M:   113.77%
Volatility 1Y:   103.12%
Volatility 3Y:   -