Morgan Stanley Call 77.5 NEE 21.06.2024
/ DE000MB790D4
Morgan Stanley Call 77.5 NEE 21.0.../ DE000MB790D4 /
| 2024-05-27 11:19:13 AM |
Chg.-0.020 |
Bid4:37:46 PM |
Ask4:37:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.117EUR |
-14.60% |
0.119
Bid Size: 3,750 |
0.121
Ask Size: 3,750 |
NextEra Energy Inc |
77.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB790D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
56.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.26 |
| Parity: |
-0.69 |
| Time value: |
0.13 |
| Break-even: |
78.75 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
3.90 |
| Spread abs.: |
0.00 |
| Spread %: |
0.81% |
| Delta: |
0.25 |
| Theta: |
-0.06 |
| Omega: |
14.30 |
| Rho: |
0.01 |
Quote data
| Open: |
0.117 |
| High: |
0.117 |
| Low: |
0.117 |
| Previous Close: |
0.137 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.38% |
| 1 Month |
|
|
+350.00% |
| 3 Months |
|
|
+431.82% |
| YTD |
|
|
+192.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.142 |
0.080 |
| 1M High / 1M Low: |
0.146 |
0.028 |
| 6M High / 6M Low: |
0.146 |
0.021 |
| High (YTD): |
2024-05-15 |
0.146 |
| Low (YTD): |
2024-03-04 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
440.91% |
| Volatility 6M: |
|
216.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
