Morgan Stanley Call 560 ADB 17.01.../  DE000MB16Y64  /

EUWAX
6/7/2024  9:07:37 PM Chg.+0.08 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
2.05EUR +4.06% -
Bid Size: -
-
Ask Size: -
ADOBE INC. 560.00 - 1/17/2025 Call
 

Master data

WKN: MB16Y6
Issuer: Morgan Stanley
Currency: EUR
Underlying: ADOBE INC.
Type: Warrant
Option type: Call
Strike price: 560.00 -
Maturity: 1/17/2025
Issue date: 12/5/2022
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.52
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.28
Parity: -12.91
Time value: 2.10
Break-even: 581.00
Moneyness: 0.77
Premium: 0.35
Premium p.a.: 0.63
Spread abs.: 0.04
Spread %: 1.94%
Delta: 0.28
Theta: -0.12
Omega: 5.80
Rho: 0.62
 

Quote data

Open: 1.99
High: 2.05
Low: 1.99
Previous Close: 1.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.43%
1 Month
  -31.67%
3 Months
  -73.10%
YTD
  -80.88%
1 Year
  -58.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.05 1.43
1M High / 1M Low: 3.12 1.40
6M High / 6M Low: 13.74 1.40
High (YTD): 2/2/2024 13.13
Low (YTD): 5/31/2024 1.40
52W High: 12/12/2023 13.74
52W Low: 5/31/2024 1.40
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   2.47
Avg. volume 1M:   0.00
Avg. price 6M:   6.83
Avg. volume 6M:   0.00
Avg. price 1Y:   7.90
Avg. volume 1Y:   0.00
Volatility 1M:   161.05%
Volatility 6M:   140.08%
Volatility 1Y:   119.31%
Volatility 3Y:   -