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Morgan Stanley Call 260 ADP 20.12.../  DE000MB32SM8  /

Stuttgart
2024-11-07  2:18:48 PM Chg.-0.02 Bid6:14:54 PM Ask6:14:54 PM Underlying Strike price Expiration date Option type
4.46EUR -0.45% 4.44
Bid Size: 25,000		 4.47
Ask Size: 25,000		 Automatic Data Proce... 260.00 - 2024-12-20 Call
 

Master data

WKN: MB32SM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2024-12-20
Issue date: 2023-02-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.43
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 2.44
Implied volatility: 0.81
Historic volatility: 0.14
Parity: 2.44
Time value: 1.98
Break-even: 304.20
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.77
Spread abs.: 0.03
Spread %: 0.68%
Delta: 0.68
Theta: -0.34
Omega: 4.39
Rho: 0.18
 

Quote data

Open: 4.44
High: 4.46
Low: 4.44
Previous Close: 4.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.19%
1 Month  
+74.22%
3 Months  
+205.48%
YTD  
+312.96%
1 Year  
+359.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.48 2.85
1M High / 1M Low: 4.48 2.56
6M High / 6M Low: 4.48 0.42
High (YTD): 2024-11-06 4.48
Low (YTD): 2024-07-10 0.42
52W High: 2024-11-06 4.48
52W Low: 2024-07-10 0.42
Avg. price 1W:   3.26
Avg. volume 1W:   0.00
Avg. price 1M:   3.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.64
Avg. volume 6M:   0.00
Avg. price 1Y:   1.44
Avg. volume 1Y:   0.00
Volatility 1M:   181.26%
Volatility 6M:   171.53%
Volatility 1Y:   143.55%
Volatility 3Y:   -