Morgan Stanley Call 245 3V64 21.06.2024
/ DE000MB79DE8
Morgan Stanley Call 245 3V64 21.0.../ DE000MB79DE8 /
| 2024-05-21 11:14:35 AM |
Chg.-0.01 |
Bid2:06:28 PM |
Ask2:06:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
-0.45% |
2.19
Bid Size: 5,000 |
2.21
Ask Size: 5,000 |
VISA INC. CL. A DL -... |
245.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB79DE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.13 |
| Parity: |
1.15 |
| Time value: |
1.05 |
| Break-even: |
267.00 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.66 |
| Theta: |
-0.25 |
| Omega: |
7.64 |
| Rho: |
0.12 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
2.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.78% |
| 1 Month |
|
|
+28.07% |
| 3 Months |
|
|
+18.38% |
| YTD |
|
|
+51.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
2.09 |
| 1M High / 1M Low: |
2.20 |
1.81 |
| 6M High / 6M Low: |
2.20 |
1.29 |
| High (YTD): |
2024-05-20 |
2.20 |
| Low (YTD): |
2024-01-03 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.70% |
| Volatility 6M: |
|
41.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
