Morgan Stanley Call 250 3V64 21.06.2024
/ DE000MB79DF5
Morgan Stanley Call 250 3V64 21.0.../ DE000MB79DF5 /
| 2024-05-21 11:14:35 AM |
Chg.-0.01 |
Bid5:25:42 PM |
Ask5:25:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
-0.47% |
2.01
Bid Size: 50,000 |
2.02
Ask Size: 50,000 |
VISA INC. CL. A DL -... |
250.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB79DF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.13 |
| Parity: |
0.65 |
| Time value: |
1.46 |
| Break-even: |
271.10 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.60 |
| Theta: |
-0.29 |
| Omega: |
7.30 |
| Rho: |
0.11 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
2.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+35.48% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
+56.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.95 |
| 1M High / 1M Low: |
2.12 |
1.61 |
| 6M High / 6M Low: |
2.12 |
1.19 |
| High (YTD): |
2024-05-16 |
2.12 |
| Low (YTD): |
2024-01-03 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.14% |
| Volatility 6M: |
|
52.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
