Morgan Stanley Call 235 ADSK 20.1.../  DE000MB16YE6  /

EUWAX
10/4/2024  9:26:47 PM Chg.+0.12 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
3.75EUR +3.31% -
Bid Size: -
-
Ask Size: -
Autodesk Inc 235.00 - 12/20/2024 Call
 

Master data

WKN: MB16YE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Autodesk Inc
Type: Warrant
Option type: Call
Strike price: 235.00 -
Maturity: 12/20/2024
Issue date: 12/5/2022
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.32
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.21
Implied volatility: 0.73
Historic volatility: 0.24
Parity: 1.21
Time value: 2.70
Break-even: 274.10
Moneyness: 1.05
Premium: 0.11
Premium p.a.: 0.65
Spread abs.: 0.04
Spread %: 1.03%
Delta: 0.63
Theta: -0.21
Omega: 3.99
Rho: 0.24
 

Quote data

Open: 3.74
High: 3.75
Low: 3.67
Previous Close: 3.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.85%
1 Month  
+40.98%
3 Months  
+23.76%
YTD
  -3.35%
1 Year  
+58.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.05 3.63
1M High / 1M Low: 4.05 2.57
6M High / 6M Low: 4.05 0.90
High (YTD): 2/9/2024 5.45
Low (YTD): 5/31/2024 0.90
52W High: 2/9/2024 5.45
52W Low: 5/31/2024 0.90
Avg. price 1W:   3.79
Avg. volume 1W:   0.00
Avg. price 1M:   3.46
Avg. volume 1M:   0.00
Avg. price 6M:   2.59
Avg. volume 6M:   0.00
Avg. price 1Y:   3.04
Avg. volume 1Y:   0.00
Volatility 1M:   95.05%
Volatility 6M:   174.12%
Volatility 1Y:   143.32%
Volatility 3Y:   -