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Morgan Stanley Call 38 BAC 20.12..../  DE000MB35KJ4  /

Stuttgart
30/08/2024  15:57:09 Chg.-0.010 Bid16:03:45 Ask16:03:45 Underlying Strike price Expiration date Option type
0.360EUR -2.70% 0.360
Bid Size: 250,000		 0.370
Ask Size: 250,000		 VERIZON COMM. INC. D... 38.00 - 20/12/2024 Call
 

Master data

WKN: MB35KJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 20/12/2024
Issue date: 02/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.06
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.20
Parity: -0.08
Time value: 0.37
Break-even: 41.70
Moneyness: 0.98
Premium: 0.12
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.54
Theta: -0.02
Omega: 5.41
Rho: 0.05
 

Quote data

Open: 0.370
High: 0.370
Low: 0.360
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+12.50%
3 Months  
+2.86%
YTD  
+53.85%
1 Year  
+105.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.360
1M High / 1M Low: 0.390 0.300
6M High / 6M Low: 0.540 0.260
High (YTD): 01/02/2024 0.560
Low (YTD): 23/07/2024 0.260
52W High: 01/02/2024 0.560
52W Low: 12/10/2023 0.081
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   0.368
Avg. volume 6M:   0.000
Avg. price 1Y:   0.311
Avg. volume 1Y:   0.000
Volatility 1M:   114.84%
Volatility 6M:   139.25%
Volatility 1Y:   150.12%
Volatility 3Y:   -