Morgan Stanley Call 80 GRM 20.12.2024
/ DE000MB4AVH5
Morgan Stanley Call 80 GRM 20.12..../ DE000MB4AVH5 /
07/11/2024 16:17:14 |
Chg.0.000 |
Bid20:06:32 |
Ask20:06:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
0.00% |
0.017 Bid Size: 70,000 |
0.040 Ask Size: 70,000 |
GENL MILLS DL... |
80.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB4AVH |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GENL MILLS DL -,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
20/12/2024 |
Issue date: |
13/03/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
153.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.17 |
Parity: |
-1.85 |
Time value: |
0.04 |
Break-even: |
80.40 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
8.74 |
Spread abs.: |
0.03 |
Spread %: |
166.67% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
13.13 |
Rho: |
0.01 |
Quote data
Open: |
0.013 |
High: |
0.015 |
Low: |
0.013 |
Previous Close: |
0.015 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-75.41% |
3 Months |
|
|
-83.87% |
YTD |
|
|
-89.66% |
1 Year |
|
|
-92.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.015 |
1M High / 1M Low: |
0.061 |
0.015 |
6M High / 6M Low: |
0.178 |
0.015 |
High (YTD): |
24/04/2024 |
0.230 |
Low (YTD): |
06/11/2024 |
0.015 |
52W High: |
24/04/2024 |
0.230 |
52W Low: |
06/11/2024 |
0.015 |
Avg. price 1W: |
|
0.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.075 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.115 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
148.14% |
Volatility 6M: |
|
205.70% |
Volatility 1Y: |
|
176.30% |
Volatility 3Y: |
|
- |