Morgan Stanley Call 170 DHI 20.12.../  DE000MB974E2  /

Stuttgart
2024-06-24  4:46:39 PM Chg.+0.050 Bid6:25:41 PM Ask6:25:41 PM Underlying Strike price Expiration date Option type
0.470EUR +11.90% 0.480
Bid Size: 50,000
0.500
Ask Size: 50,000
D R Horton Inc 170.00 USD 2024-12-20 Call
 

Master data

WKN: MB974E
Issuer: Morgan Stanley
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-12-20
Issue date: 2023-07-27
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.61
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -2.58
Time value: 0.45
Break-even: 163.56
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 4.65%
Delta: 0.27
Theta: -0.03
Omega: 8.11
Rho: 0.16
 

Quote data

Open: 0.420
High: 0.470
Low: 0.420
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.17%
1 Month
  -17.54%
3 Months
  -70.63%
YTD
  -62.99%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.340
1M High / 1M Low: 0.610 0.340
6M High / 6M Low: 1.730 0.340
High (YTD): 2024-03-28 1.730
Low (YTD): 2024-06-19 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.483
Avg. volume 1M:   0.000
Avg. price 6M:   0.954
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.67%
Volatility 6M:   190.34%
Volatility 1Y:   -
Volatility 3Y:   -