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Morgan Stanley Call 70 SII 20.12..../  DE000MB5CZY4  /

Stuttgart
25/06/2024  16:54:27 Chg.-0.002 Bid20:30:11 Ask20:30:11 Underlying Strike price Expiration date Option type
0.104EUR -1.89% 0.105
Bid Size: 80,000		 0.121
Ask Size: 80,000		 WHEATON PREC. METALS 70.00 - 20/12/2024 Call
 

Master data

WKN: MB5CZY
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 20/12/2024
Issue date: 06/04/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.39
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.27
Parity: -2.03
Time value: 0.12
Break-even: 71.20
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 1.09
Spread abs.: 0.01
Spread %: 12.15%
Delta: 0.17
Theta: -0.01
Omega: 7.13
Rho: 0.04
 

Quote data

Open: 0.106
High: 0.106
Low: 0.104
Previous Close: 0.106
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -39.18%
3 Months  
+60.00%
YTD
  -36.59%
1 Year
  -49.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.125 0.099
1M High / 1M Low: 0.188 0.099
6M High / 6M Low: 0.217 0.048
High (YTD): 20/05/2024 0.217
Low (YTD): 26/02/2024 0.048
52W High: 14/07/2023 0.223
52W Low: 26/02/2024 0.048
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   0.147
Avg. volume 1Y:   0.000
Volatility 1M:   228.08%
Volatility 6M:   198.93%
Volatility 1Y:   160.02%
Volatility 3Y:   -