Morgan Stanley Call 44 BAC 20.12.2024
/ DE000MB35KQ9
Morgan Stanley Call 44 BAC 20.12..../ DE000MB35KQ9 /
30/08/2024 15:57:12 |
Chg.-0.005 |
Bid16:26:31 |
Ask16:26:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.064EUR |
-7.25% |
0.065 Bid Size: 250,000 |
0.068 Ask Size: 250,000 |
VERIZON COMM. INC. D... |
44.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB35KQ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
VERIZON COMM. INC. DL-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 - |
Maturity: |
20/12/2024 |
Issue date: |
02/02/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
54.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
-0.68 |
Time value: |
0.07 |
Break-even: |
44.68 |
Moneyness: |
0.85 |
Premium: |
0.20 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.00 |
Spread %: |
4.62% |
Delta: |
0.21 |
Theta: |
-0.01 |
Omega: |
11.23 |
Rho: |
0.02 |
Quote data
Open: |
0.067 |
High: |
0.067 |
Low: |
0.064 |
Previous Close: |
0.069 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.86% |
1 Month |
|
|
-12.33% |
3 Months |
|
|
-35.35% |
YTD |
|
|
-16.88% |
1 Year |
|
|
-4.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.075 |
0.068 |
1M High / 1M Low: |
0.110 |
0.054 |
6M High / 6M Low: |
0.219 |
0.052 |
High (YTD): |
01/02/2024 |
0.243 |
Low (YTD): |
23/07/2024 |
0.052 |
52W High: |
01/02/2024 |
0.243 |
52W Low: |
12/10/2023 |
0.032 |
Avg. price 1W: |
|
0.071 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.077 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.108 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.101 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
189.43% |
Volatility 6M: |
|
201.98% |
Volatility 1Y: |
|
190.30% |
Volatility 3Y: |
|
- |