Morgan Stanley Call 130 EW 17.01..../  DE000MB8GSJ5  /

Stuttgart
2024-05-21  9:20:29 PM Chg.- Bid10:28:44 AM Ask10:28:44 AM Underlying Strike price Expiration date Option type
0.094EUR - 0.090
Bid Size: 3,750
0.124
Ask Size: 3,750
Edwards Lifesciences... 130.00 USD 2025-01-17 Call
 

Master data

WKN: MB8GSJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-07
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 82.41
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.26
Parity: -3.65
Time value: 0.10
Break-even: 120.78
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 5.21%
Delta: 0.11
Theta: -0.01
Omega: 9.12
Rho: 0.05
 

Quote data

Open: 0.083
High: 0.096
Low: 0.083
Previous Close: 0.091
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.00%
1 Month
  -10.48%
3 Months
  -23.58%
YTD
  -43.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.088
1M High / 1M Low: 0.113 0.077
6M High / 6M Low: 0.227 0.077
High (YTD): 2024-03-28 0.227
Low (YTD): 2024-05-13 0.077
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.138
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.40%
Volatility 6M:   159.85%
Volatility 1Y:   -
Volatility 3Y:   -