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Morgan Stanley Call 220 TSCO 20.0.../  DE000MB357S0  /

Stuttgart
5/29/2024  10:17:48 AM Chg.-0.16 Bid10:46:17 AM Ask10:46:17 AM Underlying Strike price Expiration date Option type
6.10EUR -2.56% 6.10
Bid Size: 750		 6.19
Ask Size: 750		 Tractor Supply Compa... 220.00 - 9/20/2024 Call
 

Master data

WKN: MB357S
Issuer: Morgan Stanley
Currency: EUR
Underlying: Tractor Supply Company
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 9/20/2024
Issue date: 2/2/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.15
Leverage: Yes

Calculated values

Fair value: 4.30
Intrinsic value: 3.98
Implied volatility: 0.72
Historic volatility: 0.21
Parity: 3.98
Time value: 2.28
Break-even: 282.60
Moneyness: 1.18
Premium: 0.09
Premium p.a.: 0.31
Spread abs.: 0.07
Spread %: 1.13%
Delta: 0.74
Theta: -0.16
Omega: 3.07
Rho: 0.41
 

Quote data

Open: 6.10
High: 6.10
Low: 6.10
Previous Close: 6.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.97%
1 Month  
+3.74%
3 Months  
+46.63%
YTD  
+231.52%
1 Year  
+111.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.27 6.16
1M High / 1M Low: 6.29 4.86
6M High / 6M Low: 6.29 1.23
High (YTD): 5/21/2024 6.29
Low (YTD): 1/3/2024 1.69
52W High: 5/21/2024 6.29
52W Low: 11/1/2023 0.97
Avg. price 1W:   6.23
Avg. volume 1W:   0.00
Avg. price 1M:   5.67
Avg. volume 1M:   0.00
Avg. price 6M:   3.45
Avg. volume 6M:   0.00
Avg. price 1Y:   2.83
Avg. volume 1Y:   0.00
Volatility 1M:   84.00%
Volatility 6M:   111.25%
Volatility 1Y:   115.94%
Volatility 3Y:   -