Morgan Stanley Call 87.7879 MMM 21.06.2024
/ DE000MB6CFU2
Morgan Stanley Call 87.7879 MMM 2.../ DE000MB6CFU2 /
| 2024-06-07 9:08:54 PM |
Chg.+0.35 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+28.00% |
-
Bid Size: - |
-
Ask Size: - |
3M Company |
87.7879 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB6CFU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.79 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
8.36:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.25 |
| Parity: |
1.45 |
| Time value: |
0.07 |
| Break-even: |
93.98 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.90 |
| Theta: |
-0.08 |
| Omega: |
6.64 |
| Rho: |
0.03 |
Quote data
| Open: |
1.20 |
| High: |
1.60 |
| Low: |
1.20 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
+56.86% |
| 3 Months |
|
|
+900.00% |
| YTD |
|
|
+61.62% |
| 1 Year |
|
|
+92.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.25 |
| 1M High / 1M Low: |
2.01 |
1.02 |
| 6M High / 6M Low: |
2.01 |
0.10 |
| High (YTD): |
2024-05-17 |
2.01 |
| Low (YTD): |
2024-03-04 |
0.10 |
| 52W High: |
2024-05-17 |
2.01 |
| 52W Low: |
2024-03-04 |
0.10 |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.73 |
| Avg. volume 6M: |
|
128 |
| Avg. price 1Y: |
|
0.69 |
| Avg. volume 1Y: |
|
63.28 |
| Volatility 1M: |
|
200.71% |
| Volatility 6M: |
|
260.30% |
| Volatility 1Y: |
|
217.41% |
| Volatility 3Y: |
|
- |
