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

Stuttgart
9/13/2024  5:12:04 PM Chg.0.000 Bid7:24:17 PM Ask7:24:17 PM Underlying Strike price Expiration date Option type
0.270EUR 0.00% 0.270
Bid Size: 50,000		 0.320
Ask Size: 50,000		 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: 16.30
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.25
Parity: -0.70
Time value: 0.31
Break-even: 606.00
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.97
Spread abs.: 0.04
Spread %: 14.81%
Delta: 0.38
Theta: -0.28
Omega: 6.16
Rho: 0.43
 

Quote data

Open: 0.280
High: 0.280
Low: 0.270
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month  
+8.00%
3 Months  
+104.55%
YTD
  -59.09%
1 Year
  -59.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.240
1M High / 1M Low: 0.400 0.240
6M High / 6M Low: 0.580 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:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   0.398
Avg. volume 1Y:   26.563
Volatility 1M:   130.44%
Volatility 6M:   187.63%
Volatility 1Y:   168.79%
Volatility 3Y:   -