Morgan Stanley Call 210 ISHARES RUSSEL 2000 INDEX - ETF 20.12.2024
/ DE000MB39RK9
Morgan Stanley Call 210 ISHARES R.../ DE000MB39RK9 /
21/06/2024 18:04:41 |
Chg.-0.020 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
-2.50% |
- Bid Size: - |
- Ask Size: - |
- |
210.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB39RK |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
210.00 - |
Maturity: |
20/12/2024 |
Issue date: |
06/02/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
-2.25 |
Time value: |
0.80 |
Break-even: |
218.00 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
0.35 |
Theta: |
-0.04 |
Omega: |
8.26 |
Rho: |
0.29 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.780 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
-37.10% |
3 Months |
|
|
-46.21% |
YTD |
|
|
-50.94% |
1 Year |
|
|
-28.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.720 |
1M High / 1M Low: |
1.240 |
0.720 |
6M High / 6M Low: |
1.690 |
0.720 |
High (YTD): |
28/03/2024 |
1.690 |
Low (YTD): |
17/06/2024 |
0.720 |
52W High: |
28/03/2024 |
1.690 |
52W Low: |
27/10/2023 |
0.240 |
Avg. price 1W: |
|
0.790 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.930 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.159 |
Avg. volume 6M: |
|
726.446 |
Avg. price 1Y: |
|
1.017 |
Avg. volume 1Y: |
|
353.012 |
Volatility 1M: |
|
192.21% |
Volatility 6M: |
|
151.94% |
Volatility 1Y: |
|
173.95% |
Volatility 3Y: |
|
- |