Morgan Stanley Call 40 BAC 20.12.2024
/ DE000MB35KL0
Morgan Stanley Call 40 BAC 20.12..../ DE000MB35KL0 /
| 2024-07-30 8:48:57 PM |
Chg.- |
Bid9:42:17 AM |
Ask9:42:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.206EUR |
- |
0.208
Bid Size: 15,000 |
0.215
Ask Size: 15,000 |
VERIZON COMM. INC. D... |
40.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-02-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-0.30 |
| Time value: |
0.21 |
| Break-even: |
42.12 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.00 |
| Spread %: |
0.95% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
7.36 |
| Rho: |
0.05 |
Quote data
| Open: |
0.214 |
| High: |
0.216 |
| Low: |
0.206 |
| Previous Close: |
0.203 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.74% |
| 1 Month |
|
|
-23.70% |
| 3 Months |
|
|
-14.88% |
| YTD |
|
|
+26.38% |
| 1 Year |
|
|
+63.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.216 |
0.193 |
| 1M High / 1M Low: |
0.350 |
0.160 |
| 6M High / 6M Low: |
0.440 |
0.160 |
| High (YTD): |
2024-02-01 |
0.440 |
| Low (YTD): |
2024-07-23 |
0.160 |
| 52W High: |
2024-02-01 |
0.440 |
| 52W Low: |
2023-10-12 |
0.058 |
| Avg. price 1W: |
|
0.207 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.210 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
220.62% |
| Volatility 6M: |
|
160.21% |
| Volatility 1Y: |
|
163.07% |
| Volatility 3Y: |
|
- |
