Morgan Stanley Call 70 SII 20.12.2024
/ DE000MB5CZY4
Morgan Stanley Call 70 SII 20.12..../ DE000MB5CZY4 /
6/25/2024 10:47:28 AM |
Chg.0.000 |
Bid4:34:27 PM |
Ask4:34:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.106EUR |
0.00% |
0.103 Bid Size: 80,000 |
0.119 Ask Size: 80,000 |
WHEATON PREC. METALS |
70.00 - |
12/20/2024 |
Call |
Master data
WKN: |
MB5CZY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
WHEATON PREC. METALS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/6/2023 |
Last trading day: |
12/20/2024 |
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: |
0.106 |
Previous Close: |
0.106 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.92% |
1 Month |
|
|
-38.01% |
3 Months |
|
|
+63.08% |
YTD |
|
|
-35.37% |
1 Year |
|
|
-48.29% |
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): |
5/20/2024 |
0.217 |
Low (YTD): |
2/26/2024 |
0.048 |
52W High: |
7/14/2023 |
0.223 |
52W Low: |
2/26/2024 |
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: |
|
- |