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Morgan Stanley Call 70 XS4 17.01..../  DE000MB40964  /

Stuttgart
2024-12-20  8:27:45 PM Chg.+0.013 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.196EUR +7.10% -
Bid Size: -		 -
Ask Size: -		 ON SEMICOND. D... 70.00 - 2025-01-17 Call
 

Master data

WKN: MB4096
Issuer: Morgan Stanley
Currency: EUR
Underlying: ON SEMICOND. DL-,01
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-02-28
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.94
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.43
Parity: -0.72
Time value: 0.17
Break-even: 71.70
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 4.99
Spread abs.: 0.00
Spread %: 2.41%
Delta: 0.29
Theta: -0.07
Omega: 10.58
Rho: 0.01
 

Quote data

Open: 0.162
High: 0.196
Low: 0.137
Previous Close: 0.183
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.15%
1 Month
  -53.33%
3 Months
  -72.78%
YTD
  -91.69%
1 Year
  -91.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.183
1M High / 1M Low: 0.650 0.183
6M High / 6M Low: 1.430 0.183
High (YTD): 2024-03-07 2.160
Low (YTD): 2024-12-19 0.183
52W High: 2023-12-29 2.360
52W Low: 2024-12-19 0.183
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.337
Avg. volume 1M:   0.000
Avg. price 6M:   0.779
Avg. volume 6M:   0.000
Avg. price 1Y:   1.093
Avg. volume 1Y:   0.000
Volatility 1M:   349.01%
Volatility 6M:   251.73%
Volatility 1Y:   200.74%
Volatility 3Y:   -