Morgan Stanley Call 71 XS4 17.01..../  DE000MB37YW4  /

Stuttgart
2024-12-20  6:01:31 PM Chg.+0.002 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.172EUR +1.18% -
Bid Size: -
-
Ask Size: -
ON SEMICOND. D... 71.00 - 2025-01-17 Call
 

Master data

WKN: MB37YW
Issuer: Morgan Stanley
Currency: EUR
Underlying: ON SEMICOND. DL-,01
Type: Warrant
Option type: Call
Strike price: 71.00 -
Maturity: 2025-01-17
Issue date: 2023-02-03
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.62
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.43
Parity: -0.82
Time value: 0.14
Break-even: 72.44
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 5.88
Spread abs.: 0.00
Spread %: 2.86%
Delta: 0.25
Theta: -0.06
Omega: 11.10
Rho: 0.01
 

Quote data

Open: 0.121
High: 0.172
Low: 0.121
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.10%
1 Month
  -53.51%
3 Months
  -73.94%
YTD
  -92.39%
1 Year
  -92.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.170
1M High / 1M Low: 0.570 0.170
6M High / 6M Low: 1.360 0.170
High (YTD): 2024-03-07 2.170
Low (YTD): 2024-12-19 0.170
52W High: 2023-12-28 2.270
52W Low: 2024-12-19 0.170
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   0.732
Avg. volume 6M:   0.000
Avg. price 1Y:   1.048
Avg. volume 1Y:   3.150
Volatility 1M:   379.05%
Volatility 6M:   268.19%
Volatility 1Y:   213.06%
Volatility 3Y:   -