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Morgan Stanley Call 64 CMG 20.12..../  DE000MB60871  /

Stuttgart
26/07/2024  14:29:35 Chg.-0.010 Bid16:00:07 Ask16:00:07 Underlying Strike price Expiration date Option type
0.670EUR -1.47% 0.630
Bid Size: 15,000		 0.730
Ask Size: 15,000		 Chipotle Mexican Gri... 64.00 USD 20/12/2024 Call
 

Master data

WKN: MB6087
Issuer: Morgan Stanley
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 20/12/2024
Issue date: 03/05/2023
Last trading day: 20/12/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 31.22
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.23
Parity: -6.07
Time value: 0.75
Break-even: 60.48
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.89
Spread abs.: 0.11
Spread %: 17.19%
Delta: 0.24
Theta: -0.01
Omega: 7.46
Rho: 0.04
 

Quote data

Open: 0.630
High: 0.670
Low: 0.630
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.31%
1 Month
  -79.19%
3 Months
  -78.25%
YTD  
+52.27%
1 Year
  -12.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.680
1M High / 1M Low: 3.740 0.680
6M High / 6M Low: 4.830 0.420
High (YTD): 19/06/2024 4.830
Low (YTD): 15/01/2024 0.340
52W High: 19/06/2024 4.830
52W Low: 17/10/2023 0.230
Avg. price 1W:   0.926
Avg. volume 1W:   0.000
Avg. price 1M:   1.899
Avg. volume 1M:   0.000
Avg. price 6M:   2.033
Avg. volume 6M:   0.000
Avg. price 1Y:   1.195
Avg. volume 1Y:   0.000
Volatility 1M:   225.34%
Volatility 6M:   174.26%
Volatility 1Y:   155.16%
Volatility 3Y:   -