Morgan Stanley Call 76 NDA 21.06.2024
/ DE000MB7ZLT1
Morgan Stanley Call 76 NDA 21.06..../ DE000MB7ZLT1 /
| 5/17/2024 6:22:00 PM |
Chg.+0.090 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+23.68% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
76.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
MB7ZLT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/27/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
0.27 |
| Time value: |
0.21 |
| Break-even: |
80.80 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
0.67 |
| Theta: |
-0.05 |
| Omega: |
10.95 |
| Rho: |
0.04 |
Quote data
| Open: |
0.340 |
| High: |
0.470 |
| Low: |
0.340 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+248.15% |
| 1 Month |
|
|
+14.63% |
| 3 Months |
|
|
+124.88% |
| YTD |
|
|
-41.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.197 |
| 1M High / 1M Low: |
0.470 |
0.079 |
| 6M High / 6M Low: |
1.210 |
0.079 |
| High (YTD): |
1/2/2024 |
0.690 |
| Low (YTD): |
5/8/2024 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.335 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.443 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
475.35% |
| Volatility 6M: |
|
257.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
