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Morgan Stanley Call 195 EL 20.12..../  DE000MB76F98  /

Stuttgart
7/30/2024  11:19:19 AM Chg.-0.004 Bid12:54:02 PM Ask12:54:02 PM Underlying Strike price Expiration date Option type
0.055EUR -6.78% 0.056
Bid Size: 2,000		 0.080
Ask Size: 2,000		 Estee Lauder Compani... 195.00 - 12/20/2024 Call
 

Master data

WKN: MB76F9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 12/20/2024
Issue date: 6/8/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 131.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.39
Parity: -10.19
Time value: 0.07
Break-even: 195.71
Moneyness: 0.48
Premium: 1.10
Premium p.a.: 5.66
Spread abs.: 0.01
Spread %: 16.39%
Delta: 0.05
Theta: -0.01
Omega: 6.87
Rho: 0.02
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.78%
1 Month
  -32.93%
3 Months
  -89.42%
YTD
  -92.86%
1 Year
  -97.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.058
1M High / 1M Low: 0.077 0.057
6M High / 6M Low: 0.910 0.057
High (YTD): 3/13/2024 0.910
Low (YTD): 7/15/2024 0.057
52W High: 7/31/2023 2.350
52W Low: 7/15/2024 0.057
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   123.51%
Volatility 6M:   253.02%
Volatility 1Y:   219.13%
Volatility 3Y:   -