Morgan Stanley Call 44 EBA 20.12.2024
/ DE000MB6GS46
Morgan Stanley Call 44 EBA 20.12..../ DE000MB6GS46 /
| 2024-07-29 8:23:08 AM |
Chg.+0.02 |
Bid9:10:15 AM |
Ask9:10:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+1.85% |
1.09
Bid Size: 5,000 |
1.10
Ask Size: 5,000 |
EBAY INC. DL... |
44.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB6GS4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.22 |
| Parity: |
0.59 |
| Time value: |
0.50 |
| Break-even: |
54.90 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
3.26 |
| Rho: |
0.10 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.80% |
| 1 Month |
|
|
+3.77% |
| 3 Months |
|
|
+7.84% |
| YTD |
|
|
+124.49% |
| 1 Year |
|
|
+59.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
1.01 |
| 1M High / 1M Low: |
1.17 |
0.94 |
| 6M High / 6M Low: |
1.20 |
0.32 |
| High (YTD): |
2024-06-19 |
1.20 |
| Low (YTD): |
2024-01-18 |
0.31 |
| 52W High: |
2024-06-19 |
1.20 |
| 52W Low: |
2023-11-20 |
0.29 |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
62.71% |
| Volatility 6M: |
|
112.46% |
| Volatility 1Y: |
|
115.76% |
| Volatility 3Y: |
|
- |
