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Morgan Stanley Call 60 OPC 21.06..../  DE000MB1B4W1  /

EUWAX
2024-05-29  9:22:17 AM Chg.0.000 Bid10:27:18 AM Ask10:27:18 AM Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.260
Bid Size: 10,000		 0.270
Ask Size: 10,000		 OCCIDENTAL PET. D... 60.00 - 2024-06-21 Call
 

Master data

WKN: MB1B4W
Issuer: Morgan Stanley
Currency: EUR
Underlying: OCCIDENTAL PET. DL-,20
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2022-12-07
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.23
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.20
Parity: -0.27
Time value: 0.27
Break-even: 62.70
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 3.14
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.43
Theta: -0.08
Omega: 9.09
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -70.73%
3 Months
  -33.33%
YTD
  -48.94%
1 Year
  -72.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.229
1M High / 1M Low: 0.820 0.229
6M High / 6M Low: 1.030 0.229
High (YTD): 2024-04-12 1.030
Low (YTD): 2024-05-23 0.229
52W High: 2023-09-14 1.180
52W Low: 2024-05-23 0.229
Avg. price 1W:   0.245
Avg. volume 1W:   0.000
Avg. price 1M:   0.411
Avg. volume 1M:   0.000
Avg. price 6M:   0.457
Avg. volume 6M:   0.000
Avg. price 1Y:   0.655
Avg. volume 1Y:   11.719
Volatility 1M:   186.76%
Volatility 6M:   166.71%
Volatility 1Y:   145.61%
Volatility 3Y:   -