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Morgan Stanley Call 32 BAC 20.12..../  DE000MB6NEP2  /

Stuttgart
8/16/2024  11:06:22 AM Chg.+0.010 Bid2:54:26 PM Ask2:54:26 PM Underlying Strike price Expiration date Option type
0.790EUR +1.28% 0.770
Bid Size: 5,000		 0.780
Ask Size: 5,000		 VERIZON COMM. INC. D... 32.00 - 12/20/2024 Call
 

Master data

WKN: MB6NEP
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 12/20/2024
Issue date: 5/29/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.68
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.45
Implied volatility: 0.63
Historic volatility: 0.20
Parity: 0.45
Time value: 0.33
Break-even: 39.80
Moneyness: 1.14
Premium: 0.09
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.72
Theta: -0.02
Omega: 3.35
Rho: 0.06
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.06%
1 Month
  -14.13%
3 Months
  -1.25%
YTD  
+38.60%
1 Year  
+119.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.780
1M High / 1M Low: 0.980 0.700
6M High / 6M Low: 1.010 0.700
High (YTD): 1/31/2024 1.020
Low (YTD): 1/2/2024 0.650
52W High: 1/31/2024 1.020
52W Low: 10/12/2023 0.232
Avg. price 1W:   0.828
Avg. volume 1W:   0.000
Avg. price 1M:   0.833
Avg. volume 1M:   0.000
Avg. price 6M:   0.821
Avg. volume 6M:   0.000
Avg. price 1Y:   0.676
Avg. volume 1Y:   0.000
Volatility 1M:   112.02%
Volatility 6M:   84.53%
Volatility 1Y:   104.40%
Volatility 3Y:   -