OverviewChartNewsTraderScreen

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

Stuttgart
2024-07-12  10:58:07 AM Chg.+0.020 Bid1:31:07 PM Ask1:31:07 PM Underlying Strike price Expiration date Option type
0.920EUR +2.22% 0.910
Bid Size: 5,000		 0.920
Ask Size: 5,000		 VERIZON COMM. INC. D... 32.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-05-29
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.08
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.60
Implied volatility: 0.60
Historic volatility: 0.21
Parity: 0.60
Time value: 0.33
Break-even: 41.30
Moneyness: 1.19
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.09%
Delta: 0.75
Theta: -0.02
Omega: 3.06
Rho: 0.08
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.75%
1 Month  
+24.32%
3 Months  
+13.58%
YTD  
+61.40%
1 Year  
+104.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.870
1M High / 1M Low: 0.910 0.720
6M High / 6M Low: 1.020 0.680
High (YTD): 2024-01-31 1.020
Low (YTD): 2024-01-02 0.650
52W High: 2024-01-31 1.020
52W Low: 2023-10-12 0.232
Avg. price 1W:   0.888
Avg. volume 1W:   0.000
Avg. price 1M:   0.834
Avg. volume 1M:   0.000
Avg. price 6M:   0.824
Avg. volume 6M:   0.000
Avg. price 1Y:   0.631
Avg. volume 1Y:   0.000
Volatility 1M:   63.60%
Volatility 6M:   85.72%
Volatility 1Y:   107.01%
Volatility 3Y:   -