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Morgan Stanley Call 67.5 ADM 20.1.../  DE000MB4PWM1  /

Stuttgart
9/26/2024  8:27:24 PM Chg.- Bid8:00:19 AM Ask8:00:19 AM Underlying Strike price Expiration date Option type
0.063EUR - 0.064
Bid Size: 17,500		 0.074
Ask Size: 15,000		 ARCHER DANIELS MIDLA... 67.50 - 12/20/2024 Call
 

Master data

WKN: MB4PWM
Issuer: Morgan Stanley
Currency: EUR
Underlying: ARCHER DANIELS MIDLAND
Type: Warrant
Option type: Call
Strike price: 67.50 -
Maturity: 12/20/2024
Issue date: 3/21/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.98
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.29
Parity: -1.44
Time value: 0.07
Break-even: 68.19
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 1.96
Spread abs.: 0.00
Spread %: 6.15%
Delta: 0.14
Theta: -0.01
Omega: 10.82
Rho: 0.02
 

Quote data

Open: 0.053
High: 0.063
Low: 0.053
Previous Close: 0.051
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.74%
1 Month
  -45.69%
3 Months
  -67.86%
YTD
  -93.57%
1 Year
  -95.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.051
1M High / 1M Low: 0.128 0.051
6M High / 6M Low: 0.440 0.051
High (YTD): 1/3/2024 1.120
Low (YTD): 9/25/2024 0.051
52W High: 9/28/2023 1.530
52W Low: 9/25/2024 0.051
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.224
Avg. volume 6M:   0.000
Avg. price 1Y:   0.503
Avg. volume 1Y:   0.000
Volatility 1M:   247.06%
Volatility 6M:   182.99%
Volatility 1Y:   174.00%
Volatility 3Y:   -