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Morgan Stanley Call 45 BAC 20.12..../  DE000MB35KR7  /

Stuttgart
12/07/2024  10:17:19 Chg.+0.003 Bid12:49:10 Ask12:49:10 Underlying Strike price Expiration date Option type
0.094EUR +3.30% 0.097
Bid Size: 5,000		 0.099
Ask Size: 5,000		 VERIZON COMM. INC. D... 45.00 - 20/12/2024 Call
 

Master data

WKN: MB35KR
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 20/12/2024
Issue date: 02/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.36
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.21
Parity: -0.70
Time value: 0.10
Break-even: 45.99
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.54
Spread abs.: 0.00
Spread %: 2.06%
Delta: 0.25
Theta: -0.01
Omega: 9.44
Rho: 0.04
 

Quote data

Open: 0.094
High: 0.094
Low: 0.094
Previous Close: 0.091
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.90%
1 Month  
+54.10%
3 Months
  -16.07%
YTD  
+46.88%
1 Year  
+40.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.084
1M High / 1M Low: 0.094 0.055
6M High / 6M Low: 0.206 0.055
High (YTD): 01/02/2024 0.206
Low (YTD): 17/06/2024 0.055
52W High: 01/02/2024 0.206
52W Low: 12/10/2023 0.029
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   0.082
Avg. volume 1Y:   0.000
Volatility 1M:   184.93%
Volatility 6M:   200.03%
Volatility 1Y:   174.34%
Volatility 3Y:   -