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

Stuttgart
2024-06-26  6:56:36 PM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.870EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 4.36
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.64
Implied volatility: 0.47
Historic volatility: 0.22
Parity: 0.64
Time value: 0.24
Break-even: 40.80
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.78
Theta: -0.01
Omega: 3.40
Rho: 0.10
 

Quote data

Open: 0.860
High: 0.870
Low: 0.860
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.75%
1 Month  
+10.13%
3 Months     0.00%
YTD  
+52.63%
1 Year  
+61.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.780
1M High / 1M Low: 0.900 0.700
6M High / 6M Low: 1.020 0.550
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:   0.838
Avg. volume 1W:   0.000
Avg. price 1M:   0.809
Avg. volume 1M:   0.000
Avg. price 6M:   0.807
Avg. volume 6M:   0.000
Avg. price 1Y:   0.618
Avg. volume 1Y:   0.000
Volatility 1M:   94.89%
Volatility 6M:   88.34%
Volatility 1Y:   107.74%
Volatility 3Y:   -