Morgan Stanley Call 170 EL 20.12.2024
/ DE000MB74NP4
Morgan Stanley Call 170 EL 20.12..../ DE000MB74NP4 /
09/10/2024 10:30:51 |
Chg.-0.025 |
Bid12:07:12 |
Ask12:07:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.003EUR |
-89.29% |
0.017 Bid Size: 3,750 |
0.057 Ask Size: 3,750 |
Estee Lauder Compani... |
170.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB74NP |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 - |
Maturity: |
20/12/2024 |
Issue date: |
07/06/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
213.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.78 |
Historic volatility: |
0.40 |
Parity: |
-8.44 |
Time value: |
0.04 |
Break-even: |
170.40 |
Moneyness: |
0.50 |
Premium: |
0.99 |
Premium p.a.: |
31.86 |
Spread abs.: |
0.01 |
Spread %: |
48.15% |
Delta: |
0.04 |
Theta: |
-0.02 |
Omega: |
8.08 |
Rho: |
0.01 |
Quote data
Open: |
0.003 |
High: |
0.003 |
Low: |
0.003 |
Previous Close: |
0.028 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-90.00% |
1 Month |
|
|
-90.91% |
3 Months |
|
|
-97.00% |
YTD |
|
|
-99.78% |
1 Year |
|
|
-99.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.027 |
1M High / 1M Low: |
0.037 |
0.023 |
6M High / 6M Low: |
1.150 |
0.001 |
High (YTD): |
13/03/2024 |
1.670 |
Low (YTD): |
19/08/2024 |
0.001 |
52W High: |
13/03/2024 |
1.670 |
52W Low: |
19/08/2024 |
0.001 |
Avg. price 1W: |
|
0.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.242 |
Avg. volume 6M: |
|
109.615 |
Avg. price 1Y: |
|
0.610 |
Avg. volume 1Y: |
|
55.664 |
Volatility 1M: |
|
179.01% |
Volatility 6M: |
|
5,277.93% |
Volatility 1Y: |
|
3,726.83% |
Volatility 3Y: |
|
- |