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Morgan Stanley Call 220 CDNS 20.1.../  DE000MB33CS7  /

Stuttgart
2024-06-17  3:24:50 PM Chg.-0.11 Bid4:31:14 PM Ask4:31:14 PM Underlying Strike price Expiration date Option type
9.45EUR -1.15% 9.74
Bid Size: 25,000		 9.77
Ask Size: 25,000		 Cadence Design Syste... 220.00 - 2024-12-20 Call
 

Master data

WKN: MB33CS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-12-20
Issue date: 2023-02-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.05
Leverage: Yes

Calculated values

Fair value: 7.62
Intrinsic value: 7.16
Implied volatility: 0.69
Historic volatility: 0.23
Parity: 7.16
Time value: 2.41
Break-even: 315.70
Moneyness: 1.33
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 0.31%
Delta: 0.80
Theta: -0.12
Omega: 2.45
Rho: 0.71
 

Quote data

Open: 9.66
High: 9.66
Low: 9.45
Previous Close: 9.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.13%
1 Month  
+25.33%
3 Months  
+8.12%
YTD  
+37.55%
1 Year  
+70.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.56 8.00
1M High / 1M Low: 9.56 6.59
6M High / 6M Low: 10.88 5.45
High (YTD): 2024-03-22 10.88
Low (YTD): 2024-01-05 5.45
52W High: 2024-03-22 10.88
52W Low: 2023-08-18 4.04
Avg. price 1W:   8.86
Avg. volume 1W:   0.00
Avg. price 1M:   7.91
Avg. volume 1M:   0.00
Avg. price 6M:   8.23
Avg. volume 6M:   0.00
Avg. price 1Y:   6.82
Avg. volume 1Y:   0.00
Volatility 1M:   78.67%
Volatility 6M:   89.65%
Volatility 1Y:   81.85%
Volatility 3Y:   -