Morgan Stanley Call 120 TR1 20.12.../  DE000MB37YM5  /

Stuttgart
9/26/2024  5:22:00 PM Chg.- Bid11:37:13 AM Ask11:37:13 AM Underlying Strike price Expiration date Option type
0.163EUR - 0.161
Bid Size: 10,000
0.200
Ask Size: 10,000
T.ROW.PR.GRP D... 120.00 - 12/20/2024 Call
 

Master data

WKN: MB37YM
Issuer: Morgan Stanley
Currency: EUR
Underlying: T.ROW.PR.GRP DL-,20
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.44
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.21
Parity: -2.21
Time value: 0.19
Break-even: 121.94
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 1.60
Spread abs.: 0.02
Spread %: 13.45%
Delta: 0.19
Theta: -0.03
Omega: 9.77
Rho: 0.04
 

Quote data

Open: 0.135
High: 0.163
Low: 0.135
Previous Close: 0.137
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.85%
1 Month
  -8.43%
3 Months
  -74.92%
YTD
  -76.03%
1 Year
  -79.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.163 0.128
1M High / 1M Low: 0.194 0.081
6M High / 6M Low: 1.140 0.081
High (YTD): 3/28/2024 1.140
Low (YTD): 9/11/2024 0.081
52W High: 3/28/2024 1.140
52W Low: 9/11/2024 0.081
Avg. price 1W:   0.143
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.515
Avg. volume 6M:   0.000
Avg. price 1Y:   0.560
Avg. volume 1Y:   0.000
Volatility 1M:   246.50%
Volatility 6M:   189.03%
Volatility 1Y:   191.40%
Volatility 3Y:   -