Morgan Stanley Call 140 PRG 21.06.2024
/ DE000MD7BVB7
Morgan Stanley Call 140 PRG 21.06.../ DE000MD7BVB7 /
| 21/05/2024 09:22:29 |
Chg.0.00 |
Bid17:15:42 |
Ask17:15:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
0.00% |
2.64
Bid Size: 50,000 |
2.65
Ask Size: 50,000 |
PROCTER GAMBLE |
140.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MD7BVB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
24/08/2022 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.12 |
| Parity: |
1.41 |
| Time value: |
1.19 |
| Break-even: |
166.00 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.68 |
| Theta: |
-0.28 |
| Omega: |
4.05 |
| Rho: |
0.07 |
Quote data
| Open: |
2.60 |
| High: |
2.60 |
| Low: |
2.60 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.44% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
+26.21% |
| YTD |
|
|
+154.90% |
| 1 Year |
|
|
+21.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.67 |
2.42 |
| 1M High / 1M Low: |
2.67 |
2.09 |
| 6M High / 6M Low: |
2.67 |
0.94 |
| High (YTD): |
16/05/2024 |
2.67 |
| Low (YTD): |
05/01/2024 |
1.14 |
| 52W High: |
16/05/2024 |
2.67 |
| 52W Low: |
21/12/2023 |
0.94 |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
53.15% |
| Volatility 6M: |
|
115.12% |
| Volatility 1Y: |
|
99.30% |
| Volatility 3Y: |
|
- |
