OverviewChartNewsTraderScreen

Morgan Stanley Call 39 BAC 20.12..../  DE000MB35KK2  /

Stuttgart
2024-07-30  8:48:58 PM Chg.- Bid9:52:24 AM Ask9:52:24 AM Underlying Strike price Expiration date Option type
0.260EUR - 0.270
Bid Size: 15,000		 0.280
Ask Size: 15,000		 VERIZON COMM. INC. D... 39.00 - 2024-12-20 Call
 

Master data

WKN: MB35KK
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 39.00 -
Maturity: 2024-12-20
Issue date: 2023-02-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.71
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.20
Parity: -0.20
Time value: 0.27
Break-even: 41.70
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.48
Theta: -0.01
Omega: 6.54
Rho: 0.06
 

Quote data

Open: 0.270
High: 0.270
Low: 0.260
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.56%
1 Month
  -21.21%
3 Months
  -10.34%
YTD  
+33.33%
1 Year  
+76.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.244
1M High / 1M Low: 0.420 0.206
6M High / 6M Low: 0.500 0.206
High (YTD): 2024-02-01 0.500
Low (YTD): 2024-07-22 0.206
52W High: 2024-02-01 0.500
52W Low: 2023-10-12 0.068
Avg. price 1W:   0.259
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   0.321
Avg. volume 6M:   0.000
Avg. price 1Y:   0.249
Avg. volume 1Y:   0.000
Volatility 1M:   201.95%
Volatility 6M:   148.30%
Volatility 1Y:   154.37%
Volatility 3Y:   -