Morgan Stanley Call 76 NDA 21.06.2024
/ DE000MB7ZLT1
Morgan Stanley Call 76 NDA 21.06..../ DE000MB7ZLT1 /
| 05/06/2024 18:19:26 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
76.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB7ZLT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
27/06/2023 |
| Last trading day: |
06/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
43.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.32 |
| Parity: |
-0.32 |
| Time value: |
0.17 |
| Break-even: |
77.67 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
7.38 |
| Spread abs.: |
0.03 |
| Spread %: |
20.14% |
| Delta: |
0.36 |
| Theta: |
-0.13 |
| Omega: |
15.61 |
| Rho: |
0.01 |
Quote data
| Open: |
0.166 |
| High: |
0.166 |
| Low: |
0.113 |
| Previous Close: |
0.157 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.83% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
+36.84% |
| YTD |
|
|
-83.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.130 |
| 1M High / 1M Low: |
0.580 |
0.130 |
| 6M High / 6M Low: |
1.130 |
0.079 |
| High (YTD): |
02/01/2024 |
0.690 |
| Low (YTD): |
08/05/2024 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.96% |
| Volatility 6M: |
|
283.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
