Morgan Stanley Call 77.5 NEM 21.06.2024
/ DE000MB7ZA59
Morgan Stanley Call 77.5 NEM 21.0.../ DE000MB7ZA59 /
| 5/27/2024 6:20:02 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
77.50 - |
6/21/2024 |
Call |
Master data
| WKN: |
MB7ZA5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/27/2023 |
| Last trading day: |
5/28/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
4.26 |
| Historic volatility: |
0.31 |
| Parity: |
1.37 |
| Time value: |
0.26 |
| Break-even: |
93.70 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.06 |
| Spread %: |
3.85% |
| Delta: |
0.80 |
| Theta: |
-2.85 |
| Omega: |
4.50 |
| Rho: |
0.00 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.53 |
| Previous Close: |
1.57 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.47% |
| 3 Months |
|
|
+5.52% |
| YTD |
|
|
+34.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.62 |
1.27 |
| 6M High / 6M Low: |
2.06 |
0.64 |
| High (YTD): |
2/9/2024 |
2.06 |
| Low (YTD): |
5/2/2024 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.99% |
| Volatility 6M: |
|
164.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
