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

Stuttgart
2024-07-04  8:59:39 PM Chg.- Bid9:45:13 AM Ask9:45:13 AM Underlying Strike price Expiration date Option type
0.880EUR - 0.880
Bid Size: 5,000		 0.890
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: 4.13
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.60
Implied volatility: 0.57
Historic volatility: 0.22
Parity: 0.60
Time value: 0.32
Break-even: 41.20
Moneyness: 1.19
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 2.22%
Delta: 0.75
Theta: -0.02
Omega: 3.12
Rho: 0.09
 

Quote data

Open: 0.880
High: 0.880
Low: 0.860
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -1.12%
3 Months
  -8.33%
YTD  
+54.39%
1 Year  
+44.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.850
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:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.826
Avg. volume 1M:   0.000
Avg. price 6M:   0.819
Avg. volume 6M:   0.000
Avg. price 1Y:   0.625
Avg. volume 1Y:   0.000
Volatility 1M:   74.18%
Volatility 6M:   86.20%
Volatility 1Y:   108.09%
Volatility 3Y:   -