Morgan Stanley Call 42.5 EBA 20.12.2024
/ DE000MB3YB04
Morgan Stanley Call 42.5 EBA 20.1.../ DE000MB3YB04 /
| 8/22/2024 7:07:37 PM |
Chg.- |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
42.50 - |
12/20/2024 |
Call |
Master data
| WKN: |
MB3YB0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/24/2023 |
| Last trading day: |
8/23/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.22 |
| Parity: |
1.09 |
| Time value: |
0.48 |
| Break-even: |
58.20 |
| Moneyness: |
1.26 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
2.62 |
| Rho: |
0.08 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.51 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.03% |
| 3 Months |
|
|
+25.83% |
| YTD |
|
|
+169.64% |
| 1 Year |
|
|
+93.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.51 |
1.27 |
| 6M High / 6M Low: |
1.51 |
0.85 |
| High (YTD): |
8/22/2024 |
1.51 |
| Low (YTD): |
1/19/2024 |
0.38 |
| 52W High: |
8/22/2024 |
1.51 |
| 52W Low: |
11/20/2023 |
0.34 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
73.54% |
| Volatility 6M: |
|
82.12% |
| Volatility 1Y: |
|
115.21% |
| Volatility 3Y: |
|
- |
