Morgan Stanley Call 525 3HM 20.12.../  DE000MB37S91  /

Stuttgart
9/13/2024  9:24:11 PM Chg.-0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.540EUR -1.82% -
Bid Size: -
-
Ask Size: -
MSCI INC. A D... 525.00 - 12/20/2024 Call
 

Master data

WKN: MB37S9
Issuer: Morgan Stanley
Currency: EUR
Underlying: MSCI INC. A DL-,01
Type: Warrant
Option type: Call
Strike price: 525.00 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.56
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.25
Parity: -0.20
Time value: 0.59
Break-even: 584.00
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.72
Spread abs.: 0.05
Spread %: 9.26%
Delta: 0.53
Theta: -0.35
Omega: 4.53
Rho: 0.56
 

Quote data

Open: 0.550
High: 0.550
Low: 0.540
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.82%
1 Month  
+10.20%
3 Months  
+116.00%
YTD
  -41.30%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.480
1M High / 1M Low: 0.730 0.480
6M High / 6M Low: 0.860 0.217
High (YTD): 1/31/2024 1.110
Low (YTD): 7/1/2024 0.217
52W High: 1/31/2024 1.110
52W Low: 7/1/2024 0.217
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   0.447
Avg. volume 6M:   0.000
Avg. price 1Y:   0.610
Avg. volume 1Y:   0.000
Volatility 1M:   114.37%
Volatility 6M:   161.70%
Volatility 1Y:   138.61%
Volatility 3Y:   -