Morgan Stanley Call 66 EBA 20.12.2024
/ DE000MB85PY7
Morgan Stanley Call 66 EBA 20.12..../ DE000MB85PY7 /
17/09/2024 13:18:47 |
Chg.+0.030 |
Bid16:40:51 |
Ask16:40:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+10.34% |
0.330 Bid Size: 150,000 |
0.340 Ask Size: 150,000 |
EBAY INC. DL... |
66.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB85PY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
66.00 - |
Maturity: |
20/12/2024 |
Issue date: |
30/06/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.22 |
Parity: |
-0.82 |
Time value: |
0.33 |
Break-even: |
69.30 |
Moneyness: |
0.88 |
Premium: |
0.20 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.01 |
Spread %: |
3.13% |
Delta: |
0.37 |
Theta: |
-0.03 |
Omega: |
6.42 |
Rho: |
0.05 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+117.69% |
1 Month |
|
|
+344.44% |
3 Months |
|
|
+267.82% |
YTD |
|
|
+481.82% |
1 Year |
|
|
+201.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.147 |
1M High / 1M Low: |
0.290 |
0.078 |
6M High / 6M Low: |
0.290 |
0.001 |
High (YTD): |
16/09/2024 |
0.290 |
Low (YTD): |
01/08/2024 |
0.001 |
52W High: |
16/09/2024 |
0.290 |
52W Low: |
01/08/2024 |
0.001 |
Avg. price 1W: |
|
0.209 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.140 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.103 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.082 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
212.04% |
Volatility 6M: |
|
16,503.28% |
Volatility 1Y: |
|
11,670.04% |
Volatility 3Y: |
|
- |