Morgan Stanley Call 90 ABL 21.06.2024
/ DE000MB78EC2
Morgan Stanley Call 90 ABL 21.06..../ DE000MB78EC2 /
| 2024-06-04 11:23:46 AM |
Chg.-0.020 |
Bid3:51:26 PM |
Ask3:51:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-2.27% |
0.890
Bid Size: 80,000 |
0.900
Ask Size: 80,000 |
ABBOTT LABS |
90.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB78EC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.16 |
| Parity: |
0.43 |
| Time value: |
0.46 |
| Break-even: |
98.90 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.64 |
| Theta: |
-0.19 |
| Omega: |
6.81 |
| Rho: |
0.02 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.27% |
| 1 Month |
|
|
-3.37% |
| 3 Months |
|
|
-4.44% |
| YTD |
|
|
+11.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.850 |
| 1M High / 1M Low: |
0.900 |
0.850 |
| 6M High / 6M Low: |
0.910 |
0.720 |
| High (YTD): |
2024-03-14 |
0.910 |
| Low (YTD): |
2024-01-03 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.854 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.51% |
| Volatility 6M: |
|
21.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
