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Morgan Stanley Call 245 DB1 20.12.../  DE000MB860F0  /

Stuttgart
2024-07-04  6:22:52 PM Chg.- Bid10:26:57 AM Ask10:26:57 AM Underlying Strike price Expiration date Option type
0.081EUR - 0.080
Bid Size: 25,000		 0.090
Ask Size: 25,000		 DEUTSCHE BOERSE NA O... 245.00 - 2024-12-20 Call
 

Master data

WKN: MB860F
Issuer: Morgan Stanley
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2024-12-20
Issue date: 2023-06-30
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 165.39
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -5.48
Time value: 0.12
Break-even: 246.15
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.75
Spread abs.: 0.03
Spread %: 35.29%
Delta: 0.09
Theta: -0.02
Omega: 14.21
Rho: 0.07
 

Quote data

Open: 0.091
High: 0.091
Low: 0.081
Previous Close: 0.085
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month  
+20.90%
3 Months
  -18.18%
YTD
  -55.00%
1 Year
  -73.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.081
1M High / 1M Low: 0.116 0.062
6M High / 6M Low: 0.196 0.053
High (YTD): 2024-01-05 0.196
Low (YTD): 2024-05-29 0.053
52W High: 2023-07-28 0.320
52W Low: 2024-05-29 0.053
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   0.154
Avg. volume 1Y:   0.000
Volatility 1M:   188.00%
Volatility 6M:   141.35%
Volatility 1Y:   136.78%
Volatility 3Y:   -