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

Stuttgart
2024-07-17  6:58:57 PM Chg.+0.026 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.128EUR +25.49% -
Bid Size: -
-
Ask Size: -
ARCHER DANIELS MIDLA... 77.50 - 2024-12-20 Call
 

Master data

WKN: MB32QP
Issuer: Morgan Stanley
Currency: EUR
Underlying: ARCHER DANIELS MIDLAND
Type: Warrant
Option type: Call
Strike price: 77.50 -
Maturity: 2024-12-20
Issue date: 2023-02-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.83
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.30
Parity: -1.83
Time value: 0.11
Break-even: 78.60
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 7.84%
Delta: 0.17
Theta: -0.01
Omega: 8.93
Rho: 0.04
 

Quote data

Open: 0.112
High: 0.128
Low: 0.109
Previous Close: 0.102
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.27%
1 Month  
+96.92%
3 Months
  -9.86%
YTD
  -74.40%
1 Year
  -89.84%
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): 2024-01-02 0.530
Low (YTD): 2024-06-14 0.061
52W High: 2023-07-27 1.660
52W Low: 2024-06-14 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:   -