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Morgan Stanley Call 230 STZ 20.12.../  DE000MB35HF8  /

Stuttgart
2024-06-13  10:20:28 AM Chg.-0.05 Bid4:06:47 PM Ask4:06:47 PM Underlying Strike price Expiration date Option type
3.02EUR -1.63% 3.03
Bid Size: 20,000		 3.11
Ask Size: 20,000		 Constellation Brands... 230.00 - 2024-12-20 Call
 

Master data

WKN: MB35HF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-12-20
Issue date: 2023-02-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.37
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 0.35
Implied volatility: 0.42
Historic volatility: 0.16
Parity: 0.35
Time value: 2.82
Break-even: 261.70
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.10
Spread %: 3.26%
Delta: 0.60
Theta: -0.08
Omega: 4.45
Rho: 0.57
 

Quote data

Open: 3.02
High: 3.02
Low: 3.02
Previous Close: 3.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.96%
1 Month
  -18.82%
3 Months
  -31.83%
YTD
  -2.89%
1 Year
  -30.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.14 2.85
1M High / 1M Low: 3.72 2.64
6M High / 6M Low: 4.99 2.64
High (YTD): 2024-03-28 4.99
Low (YTD): 2024-05-29 2.64
52W High: 2023-08-08 5.96
52W Low: 2024-05-29 2.64
Avg. price 1W:   3.00
Avg. volume 1W:   0.00
Avg. price 1M:   3.00
Avg. volume 1M:   0.00
Avg. price 6M:   3.57
Avg. volume 6M:   0.00
Avg. price 1Y:   3.92
Avg. volume 1Y:   2.11
Volatility 1M:   102.07%
Volatility 6M:   86.24%
Volatility 1Y:   79.56%
Volatility 3Y:   -