Morgan Stanley Call 120 TR1 20.12.2024
/ DE000MB37YM5
Morgan Stanley Call 120 TR1 20.12.../ DE000MB37YM5 /
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: |
|
- |