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Morgan Stanley Call 77.5 ADM 20.1.../  DE000MB32QP5  /

Stuttgart
18/07/2024  09:21:30 Chg.+0.007 Bid09:52:37 Ask09:52:37 Underlying Strike price Expiration date Option type
0.135EUR +5.47% 0.134
Bid Size: 5,000		 0.151
Ask Size: 5,000		 ARCHER DANIELS MIDLA... 77.50 - 20/12/2024 Call
 

Master data

WKN: MB32QP
Issuer: Morgan Stanley
Currency: EUR
Underlying: ARCHER DANIELS MIDLAND
Type: Warrant
Option type: Call
Strike price: 77.50 -
Maturity: 20/12/2024
Issue date: 01/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.72
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -1.74
Time value: 0.14
Break-even: 78.94
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.90
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.20
Theta: -0.01
Omega: 8.20
Rho: 0.04
 

Quote data

Open: 0.135
High: 0.135
Low: 0.135
Previous Close: 0.128
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.07%
1 Month  
+107.69%
3 Months
  -4.93%
YTD
  -73.00%
1 Year
  -89.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.128 0.096
1M High / 1M Low: 0.128 0.064
6M High / 6M Low: 0.330 0.061
High (YTD): 02/01/2024 0.530
Low (YTD): 14/06/2024 0.061
52W High: 27/07/2023 1.660
52W Low: 14/06/2024 0.061
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.504
Avg. volume 1Y:   5.469
Volatility 1M:   167.47%
Volatility 6M:   196.11%
Volatility 1Y:   153.09%
Volatility 3Y:   -