Morgan Stanley Call 80 NEE 21.06.2024
/ DE000MB7RL80
Morgan Stanley Call 80 NEE 21.06..../ DE000MB7RL80 /
2024-05-27 8:28:00 AM |
Chg.-0.006 |
Bid8:38:08 AM |
Ask8:38:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.078EUR |
-7.14% |
0.079 Bid Size: 3,750 |
0.089 Ask Size: 3,750 |
NextEra Energy Inc |
80.00 - |
2024-06-21 |
Call |
Master data
WKN: |
MB7RL8 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-20 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
87.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.25 |
Parity: |
-0.94 |
Time value: |
0.08 |
Break-even: |
80.81 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
5.18 |
Spread abs.: |
0.00 |
Spread %: |
1.25% |
Delta: |
0.18 |
Theta: |
-0.04 |
Omega: |
15.68 |
Rho: |
0.01 |
Quote data
Open: |
0.078 |
High: |
0.078 |
Low: |
0.078 |
Previous Close: |
0.084 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.18% |
1 Month |
|
|
+239.13% |
3 Months |
|
|
+271.43% |
YTD |
|
|
+81.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.084 |
0.051 |
1M High / 1M Low: |
0.105 |
0.025 |
6M High / 6M Low: |
0.105 |
0.021 |
High (YTD): |
2024-05-15 |
0.105 |
Low (YTD): |
2024-03-12 |
0.021 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.060 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.036 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
350.06% |
Volatility 6M: |
|
186.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |