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Morgan Stanley Call 70 SII 20.12..../  DE000MB5CZY4  /

Stuttgart
7/10/2024  10:46:34 AM Chg.+0.004 Bid11:26:58 AM Ask11:26:58 AM Underlying Strike price Expiration date Option type
0.144EUR +2.86% 0.145
Bid Size: 10,000		 0.162
Ask Size: 10,000		 WHEATON PREC. METALS 70.00 - 12/20/2024 Call
 

Master data

WKN: MB5CZY
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 4/6/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.89
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.27
Parity: -1.82
Time value: 0.15
Break-even: 71.53
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 1.06
Spread abs.: 0.01
Spread %: 9.29%
Delta: 0.20
Theta: -0.01
Omega: 6.94
Rho: 0.04
 

Quote data

Open: 0.144
High: 0.144
Low: 0.144
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+15.20%
3 Months
  -16.76%
YTD
  -12.20%
1 Year
  -24.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.144 0.108
1M High / 1M Low: 0.144 0.082
6M High / 6M Low: 0.217 0.048
High (YTD): 5/20/2024 0.217
Low (YTD): 2/26/2024 0.048
52W High: 7/14/2023 0.223
52W Low: 2/26/2024 0.048
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   0.143
Avg. volume 1Y:   0.000
Volatility 1M:   210.21%
Volatility 6M:   207.16%
Volatility 1Y:   166.09%
Volatility 3Y:   -