Morgan Stanley Call 1000 TDG 21.06.2024
/ DE000MB81SM5
Morgan Stanley Call 1000 TDG 21.0.../ DE000MB81SM5 /
| 2024-05-03 8:48:31 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.18EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,000.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB81SM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-05-06 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
1.70 |
| Historic volatility: |
0.19 |
| Parity: |
2.38 |
| Time value: |
0.83 |
| Break-even: |
1,321.00 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
2.26 |
| Spread abs.: |
0.06 |
| Spread %: |
1.90% |
| Delta: |
0.77 |
| Theta: |
-3.79 |
| Omega: |
2.97 |
| Rho: |
0.35 |
Quote data
| Open: |
3.00 |
| High: |
3.18 |
| Low: |
3.00 |
| Previous Close: |
2.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.53% |
| 3 Months |
|
|
+41.96% |
| YTD |
|
|
+205.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.18 |
2.93 |
| 6M High / 6M Low: |
3.18 |
0.73 |
| High (YTD): |
2024-05-03 |
3.18 |
| Low (YTD): |
2024-01-04 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
87.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
