Morgan Stanley Call 67.5 NEE 21.06.2024
/ DE000MB7RL31
Morgan Stanley Call 67.5 NEE 21.0.../ DE000MB7RL31 /
| 2024-05-27 8:27:58 AM |
Chg.-0.010 |
Bid10:14:47 AM |
Ask10:14:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-1.37% |
0.710
Bid Size: 3,750 |
0.720
Ask Size: 3,750 |
NextEra Energy Inc |
67.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7RL3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.26 |
| Parity: |
0.31 |
| Time value: |
0.41 |
| Break-even: |
74.70 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.63 |
| Theta: |
-0.11 |
| Omega: |
6.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
+347.21% |
| 3 Months |
|
|
+1340.00% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.620 |
| 1M High / 1M Low: |
0.730 |
0.220 |
| 6M High / 6M Low: |
0.730 |
0.046 |
| High (YTD): |
2024-05-24 |
0.730 |
| Low (YTD): |
2024-03-04 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.31% |
| Volatility 6M: |
|
233.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
