Morgan Stanley Call 59 CIS 21.06.2024
/ DE000MB6V6W7
Morgan Stanley Call 59 CIS 21.06..../ DE000MB6V6W7 /
| 2024-05-30 4:30:25 PM |
Chg.0.000 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
0.00% |
0.003
Bid Size: 200,000 |
0.040
Ask Size: 200,000 |
CISCO SYSTEMS DL-... |
59.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB6V6W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
106.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.17 |
| Parity: |
-1.63 |
| Time value: |
0.04 |
| Break-even: |
59.40 |
| Moneyness: |
0.72 |
| Premium: |
0.39 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.04 |
| Spread %: |
1,233.33% |
| Delta: |
0.10 |
| Theta: |
-0.04 |
| Omega: |
10.26 |
| Rho: |
0.00 |
Quote data
| Open: |
0.002 |
| High: |
0.003 |
| Low: |
0.002 |
| Previous Close: |
0.003 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
-94.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.003 |
0.002 |
| 1M High / 1M Low: |
0.006 |
0.002 |
| 6M High / 6M Low: |
0.070 |
0.002 |
| High (YTD): |
2024-01-26 |
0.070 |
| Low (YTD): |
2024-05-28 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.003 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.026 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.57% |
| Volatility 6M: |
|
260.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
