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Morgan Stanley Call 500 3HM 20.12.../  DE000MB37S83  /

Stuttgart
2024-10-28  5:54:40 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.930EUR - -
Bid Size: -		 -
Ask Size: -		 MSCI INC. A D... 500.00 - 2024-12-20 Call
 

Master data

WKN: MB37S8
Issuer: Morgan Stanley
Currency: EUR
Underlying: MSCI INC. A DL-,01
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-10-29
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.54
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.60
Implied volatility: 1.08
Historic volatility: 0.25
Parity: 0.60
Time value: 0.41
Break-even: 601.00
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 1.31
Spread abs.: 0.05
Spread %: 5.21%
Delta: 0.70
Theta: -1.01
Omega: 3.88
Rho: 0.25
 

Quote data

Open: 0.940
High: 0.940
Low: 0.930
Previous Close: 0.910
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.68%
3 Months  
+24.00%
YTD
  -13.89%
1 Year  
+14.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.010 0.910
6M High / 6M Low: 1.130 0.300
High (YTD): 2024-01-31 1.280
Low (YTD): 2024-07-01 0.300
52W High: 2024-01-31 1.280
52W Low: 2024-07-01 0.300
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.962
Avg. volume 1M:   0.000
Avg. price 6M:   0.630
Avg. volume 6M:   0.000
Avg. price 1Y:   0.740
Avg. volume 1Y:   0.000
Volatility 1M:   54.38%
Volatility 6M:   127.38%
Volatility 1Y:   127.78%
Volatility 3Y:   -