Morgan Stanley Call 80 AEP 21.06.2024
/ DE000MB81VV0
Morgan Stanley Call 80 AEP 21.06..../ DE000MB81VV0 /
| 31/05/2024 20:49:12 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
American Electric Po... |
80.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB81VV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
28/06/2023 |
| Last trading day: |
03/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
2.61 |
| Historic volatility: |
0.19 |
| Parity: |
0.22 |
| Time value: |
0.78 |
| Break-even: |
90.00 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
0.59 |
| Theta: |
-1.09 |
| Omega: |
4.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.770 |
| High: |
0.950 |
| Low: |
0.770 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-22.76% |
| 3 Months |
|
|
+106.52% |
| YTD |
|
|
+82.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.250 |
0.720 |
| 6M High / 6M Low: |
1.250 |
0.203 |
| High (YTD): |
21/05/2024 |
1.250 |
| Low (YTD): |
08/02/2024 |
0.203 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.991 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.93% |
| Volatility 6M: |
|
189.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
