Morgan Stanley Call 600 3HM 20.12.../  DE000MB37SC8  /

Stuttgart
8/9/2024  11:14:07 AM Chg.-0.001 Bid2:38:13 PM Ask2:38:13 PM Underlying Strike price Expiration date Option type
0.184EUR -0.54% 0.178
Bid Size: 10,000
0.199
Ask Size: 10,000
MSCI INC. A D... 600.00 - 12/20/2024 Call
 

Master data

WKN: MB37SC
Issuer: Morgan Stanley
Currency: EUR
Underlying: MSCI INC. A DL-,01
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 24.07
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.25
Parity: -1.14
Time value: 0.20
Break-even: 620.20
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.95
Spread abs.: 0.02
Spread %: 12.22%
Delta: 0.28
Theta: -0.18
Omega: 6.74
Rho: 0.42
 

Quote data

Open: 0.184
High: 0.184
Low: 0.184
Previous Close: 0.185
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month  
+93.68%
3 Months  
+52.07%
YTD
  -66.55%
1 Year
  -75.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.185 0.168
1M High / 1M Low: 0.206 0.093
6M High / 6M Low: 0.630 0.075
High (YTD): 1/31/2024 0.680
Low (YTD): 7/4/2024 0.075
52W High: 8/9/2023 0.740
52W Low: 7/4/2024 0.075
Avg. price 1W:   0.179
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   0.000
Volatility 1M:   254.68%
Volatility 6M:   185.75%
Volatility 1Y:   164.97%
Volatility 3Y:   -