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

Stuttgart
13/09/2024  21:24:11 Chg.-0.006 Bid13/09/2024 Ask13/09/2024 Underlying Strike price Expiration date Option type
0.180EUR -3.23% 0.180
Bid Size: 50,000
0.221
Ask Size: 50,000
MSCI INC. A D... 600.00 - 20/12/2024 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: 20/12/2024
Issue date: 03/02/2023
Last trading day: 20/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 23.18
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.25
Parity: -0.95
Time value: 0.22
Break-even: 621.80
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 1.17
Spread abs.: 0.04
Spread %: 19.78%
Delta: 0.30
Theta: -0.24
Omega: 7.03
Rho: 0.35
 

Quote data

Open: 0.189
High: 0.189
Low: 0.178
Previous Close: 0.186
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -2.70%
3 Months  
+83.67%
YTD
  -67.27%
1 Year
  -68.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.204 0.169
1M High / 1M Low: 0.280 0.169
6M High / 6M Low: 0.470 0.075
High (YTD): 31/01/2024 0.680
Low (YTD): 04/07/2024 0.075
52W High: 31/01/2024 0.680
52W Low: 04/07/2024 0.075
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.194
Avg. volume 6M:   0.000
Avg. price 1Y:   0.321
Avg. volume 1Y:   0.000
Volatility 1M:   127.99%
Volatility 6M:   187.49%
Volatility 1Y:   168.51%
Volatility 3Y:   -