Morgan Stanley Call 120 ABL 20.06.2025
/ DE000MB52EV7
Morgan Stanley Call 120 ABL 20.06.../ DE000MB52EV7 /
11/10/2024 18:42:59 |
Chg.+0.020 |
Bid18:58:52 |
Ask18:58:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+2.90% |
0.700 Bid Size: 25,000 |
0.710 Ask Size: 25,000 |
ABBOTT LABS |
120.00 - |
20/06/2025 |
Call |
Master data
WKN: |
MB52EV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ABBOTT LABS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
20/06/2025 |
Issue date: |
30/03/2023 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.16 |
Parity: |
-1.43 |
Time value: |
0.70 |
Break-even: |
127.00 |
Moneyness: |
0.88 |
Premium: |
0.20 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
1.45% |
Delta: |
0.40 |
Theta: |
-0.02 |
Omega: |
6.05 |
Rho: |
0.24 |
Quote data
Open: |
0.680 |
High: |
0.710 |
Low: |
0.680 |
Previous Close: |
0.690 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.48% |
1 Month |
|
|
-7.79% |
3 Months |
|
|
+69.05% |
YTD |
|
|
-18.39% |
1 Year |
|
|
+65.12% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.540 |
1M High / 1M Low: |
0.790 |
0.510 |
6M High / 6M Low: |
0.850 |
0.310 |
High (YTD): |
08/03/2024 |
1.380 |
Low (YTD): |
18/07/2024 |
0.310 |
52W High: |
08/03/2024 |
1.380 |
52W Low: |
18/07/2024 |
0.310 |
Avg. price 1W: |
|
0.630 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.629 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.518 |
Avg. volume 6M: |
|
12.308 |
Avg. price 1Y: |
|
0.672 |
Avg. volume 1Y: |
|
208.789 |
Volatility 1M: |
|
116.04% |
Volatility 6M: |
|
149.68% |
Volatility 1Y: |
|
126.73% |
Volatility 3Y: |
|
- |