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Morgan Stanley Call 40 BAC 20.12..../  DE000MB35KL0  /

Stuttgart
8/30/2024  3:57:13 PM Chg.-0.010 Bid7:56:05 PM Ask7:56:05 PM Underlying Strike price Expiration date Option type
0.228EUR -4.20% 0.244
Bid Size: 250,000		 0.247
Ask Size: 250,000		 VERIZON COMM. INC. D... 40.00 - 12/20/2024 Call
 

Master data

WKN: MB35KL
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 12/20/2024
Issue date: 2/2/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.12
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -0.28
Time value: 0.23
Break-even: 42.31
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.52
Spread abs.: 0.00
Spread %: 1.32%
Delta: 0.43
Theta: -0.02
Omega: 6.98
Rho: 0.04
 

Quote data

Open: 0.236
High: 0.236
Low: 0.228
Previous Close: 0.238
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.15%
1 Month  
+10.68%
3 Months
  -5.79%
YTD  
+39.88%
1 Year  
+80.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.246 0.229
1M High / 1M Low: 0.270 0.188
6M High / 6M Low: 0.410 0.160
High (YTD): 2/1/2024 0.440
Low (YTD): 7/23/2024 0.160
52W High: 2/1/2024 0.440
52W Low: 10/12/2023 0.058
Avg. price 1W:   0.237
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.256
Avg. volume 6M:   0.000
Avg. price 1Y:   0.220
Avg. volume 1Y:   0.000
Volatility 1M:   134.39%
Volatility 6M:   158.91%
Volatility 1Y:   165.05%
Volatility 3Y:   -