Morgan Stanley Call 8700 PX1 21.0.../  DE000MB81620  /

Stuttgart
2024-05-15  8:51:00 PM Chg.-0.012 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.041EUR -22.64% -
Bid Size: -
-
Ask Size: -
CAC 40 8,700.00 - 2024-06-21 Call
 

Master data

WKN: MB8162
Issuer: Morgan Stanley
Currency: EUR
Underlying: CAC 40
Type: Warrant
Option type: Call
Strike price: 8,700.00 -
Maturity: 2024-06-21
Issue date: 2023-06-28
Last trading day: 2024-06-21
Ratio: 200:1
Exercise type: European
Quanto: -
Gearing: 652.84
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -2.37
Time value: 0.06
Break-even: 8,712.60
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 18.87%
Delta: 0.09
Theta: -0.75
Omega: 57.69
Rho: 0.73
 

Quote data

Open: 0.046
High: 0.046
Low: 0.040
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month
  -19.61%
3 Months
  -41.43%
YTD
  -43.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.040
1M High / 1M Low: 0.055 0.025
6M High / 6M Low: 0.140 0.025
High (YTD): 2024-03-20 0.140
Low (YTD): 2024-05-03 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.068
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.45%
Volatility 6M:   169.09%
Volatility 1Y:   -
Volatility 3Y:   -