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

Stuttgart
8/9/2024  11:14:07 AM Chg.0.000 Bid5:00:12 PM Ask5:00:12 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.240
Bid Size: 100,000		 0.270
Ask Size: 100,000		 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: 18.01
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -0.89
Time value: 0.27
Break-even: 602.00
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.80
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.34
Theta: -0.20
Omega: 6.16
Rho: 0.51
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month  
+87.50%
3 Months  
+50.00%
YTD
  -63.64%
1 Year
  -71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.230
1M High / 1M Low: 0.280 0.126
6M High / 6M Low: 0.760 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:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.306
Avg. volume 6M:   0.000
Avg. price 1Y:   0.440
Avg. volume 1Y:   26.563
Volatility 1M:   264.99%
Volatility 6M:   185.55%
Volatility 1Y:   165.38%
Volatility 3Y:   -