Morgan Stanley Call 31 LUV 20.06.2025
/ DE000MB7VZ96
Morgan Stanley Call 31 LUV 20.06..../ DE000MB7VZ96 /
9/4/2024 10:48:51 AM |
Chg.-0.030 |
Bid4:39:17 PM |
Ask4:39:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-9.09% |
0.330 Bid Size: 150,000 |
0.350 Ask Size: 150,000 |
Southwest Airlines C... |
31.00 - |
6/20/2025 |
Call |
Master data
WKN: |
MB7VZ9 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Southwest Airlines Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
31.00 - |
Maturity: |
6/20/2025 |
Issue date: |
6/26/2023 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.33 |
Parity: |
-0.42 |
Time value: |
0.34 |
Break-even: |
34.40 |
Moneyness: |
0.86 |
Premium: |
0.28 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.48 |
Theta: |
-0.01 |
Omega: |
3.77 |
Rho: |
0.07 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
+74.42% |
3 Months |
|
|
+3.45% |
YTD |
|
|
-34.78% |
1 Year |
|
|
-46.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.270 |
1M High / 1M Low: |
0.330 |
0.138 |
6M High / 6M Low: |
0.750 |
0.138 |
High (YTD): |
2/22/2024 |
0.760 |
Low (YTD): |
8/5/2024 |
0.138 |
52W High: |
2/22/2024 |
0.760 |
52W Low: |
8/5/2024 |
0.138 |
Avg. price 1W: |
|
0.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.212 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.298 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.351 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
119.64% |
Volatility 6M: |
|
176.78% |
Volatility 1Y: |
|
151.36% |
Volatility 3Y: |
|
- |