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Morgan Stanley Call 66 EBA 20.06..../  DE000MB85PZ4  /

Stuttgart
18/10/2024  13:22:00 Chg.-0.040 Bid15:49:42 Ask15:49:42 Underlying Strike price Expiration date Option type
0.600EUR -6.25% 0.560
Bid Size: 25,000		 0.590
Ask Size: 25,000		 EBAY INC. DL... 66.00 - 20/06/2025 Call
 

Master data

WKN: MB85PZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 66.00 -
Maturity: 20/06/2025
Issue date: 30/06/2023
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.58
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.22
Parity: -0.56
Time value: 0.63
Break-even: 72.30
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 5.00%
Delta: 0.48
Theta: -0.02
Omega: 4.65
Rho: 0.15
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.45%
1 Month  
+11.11%
3 Months  
+114.29%
YTD  
+395.87%
1 Year  
+372.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.640
1M High / 1M Low: 0.750 0.490
6M High / 6M Low: 0.750 0.150
High (YTD): 08/10/2024 0.750
Low (YTD): 18/01/2024 0.076
52W High: 08/10/2024 0.750
52W Low: 20/11/2023 0.074
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   0.233
Avg. volume 1Y:   0.000
Volatility 1M:   112.09%
Volatility 6M:   134.26%
Volatility 1Y:   135.65%
Volatility 3Y:   -