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Morgan Stanley Call 575 3HM 20.12.../  DE000MB37SB0  /

Stuttgart
10/15/2024  8:21:37 PM Chg.+0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.530EUR +6.00% -
Bid Size: -		 -
Ask Size: -		 MSCI INC. A D... 575.00 - 12/20/2024 Call
 

Master data

WKN: MB37SB
Issuer: Morgan Stanley
Currency: EUR
Underlying: MSCI INC. A DL-,01
Type: Warrant
Option type: Call
Strike price: 575.00 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.31
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.25
Parity: -0.18
Time value: 0.54
Break-even: 629.00
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.96
Spread abs.: 0.05
Spread %: 10.20%
Delta: 0.52
Theta: -0.48
Omega: 5.32
Rho: 0.42
 

Quote data

Open: 0.500
High: 0.530
Low: 0.500
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.47%
1 Month  
+103.85%
3 Months  
+278.57%
YTD
  -19.70%
1 Year
  -5.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.380
1M High / 1M Low: 0.500 0.213
6M High / 6M Low: 0.500 0.106
High (YTD): 1/31/2024 0.880
Low (YTD): 7/4/2024 0.106
52W High: 1/31/2024 0.880
52W Low: 7/4/2024 0.106
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   0.374
Avg. volume 1Y:   13.333
Volatility 1M:   192.43%
Volatility 6M:   197.09%
Volatility 1Y:   176.31%
Volatility 3Y:   -