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Morgan Stanley Call 500 SYP 21.06.../  DE000MB4Y089  /

Stuttgart
2024-06-14  9:48:32 AM Chg.+0.050 Bid1:46:30 PM Ask1:46:30 PM Underlying Strike price Expiration date Option type
0.870EUR +6.10% 0.820
Bid Size: 10,000		 0.840
Ask Size: 10,000		 SYNOPSYS INC. D... 500.00 - 2024-06-21 Call
 

Master data

WKN: MB4Y08
Issuer: Morgan Stanley
Currency: EUR
Underlying: SYNOPSYS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-06-21
Issue date: 2023-03-29
Last trading day: 2024-06-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.43
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.46
Implied volatility: 2.04
Historic volatility: 0.25
Parity: 0.46
Time value: 0.39
Break-even: 585.00
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 34.64
Spread abs.: 0.02
Spread %: 2.41%
Delta: 0.68
Theta: -4.00
Omega: 4.34
Rho: 0.05
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.29%
1 Month  
+35.94%
3 Months  
+14.47%
YTD  
+58.18%
1 Year  
+107.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.700
1M High / 1M Low: 0.880 0.520
6M High / 6M Low: 1.090 0.340
High (YTD): 2024-03-21 1.090
Low (YTD): 2024-01-05 0.340
52W High: 2024-03-21 1.090
52W Low: 2023-08-18 0.260
Avg. price 1W:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.739
Avg. volume 1M:   0.000
Avg. price 6M:   0.709
Avg. volume 6M:   393.760
Avg. price 1Y:   0.577
Avg. volume 1Y:   192.266
Volatility 1M:   207.48%
Volatility 6M:   184.21%
Volatility 1Y:   156.46%
Volatility 3Y:   -