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

Stuttgart
2024-11-07  8:50:07 PM Chg.-0.060 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.290EUR -17.14% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 38.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.96
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.04
Implied volatility: 0.62
Historic volatility: 0.19
Parity: 0.04
Time value: 0.31
Break-even: 41.50
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.57
Theta: -0.04
Omega: 6.21
Rho: 0.02
 

Quote data

Open: 0.340
High: 0.340
Low: 0.290
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.62%
1 Month
  -47.27%
3 Months
  -17.14%
YTD  
+23.93%
1 Year  
+47.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.590 0.290
6M High / 6M Low: 0.650 0.260
High (YTD): 2024-10-02 0.650
Low (YTD): 2024-07-23 0.260
52W High: 2024-10-02 0.650
52W Low: 2023-11-14 0.189
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.457
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.383
Avg. volume 1Y:   0.000
Volatility 1M:   165.93%
Volatility 6M:   156.55%
Volatility 1Y:   145.25%
Volatility 3Y:   -