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Morgan Stanley Call 250 TSCO 21.0.../  DE000MB35816  /

Stuttgart
6/5/2024  10:22:07 AM Chg.-0.04 Bid3:46:38 PM Ask3:46:38 PM Underlying Strike price Expiration date Option type
1.96EUR -2.00% 1.84
Bid Size: 15,000		 1.98
Ask Size: 15,000		 Tractor Supply Compa... 250.00 - 6/21/2024 Call
 

Master data

WKN: MB3581
Issuer: Morgan Stanley
Currency: EUR
Underlying: Tractor Supply Company
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 6/21/2024
Issue date: 2/2/2023
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.97
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 1.04
Historic volatility: 0.21
Parity: -0.21
Time value: 2.07
Break-even: 270.70
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 6.47
Spread abs.: 0.14
Spread %: 7.25%
Delta: 0.53
Theta: -0.68
Omega: 6.35
Rho: 0.05
 

Quote data

Open: 1.96
High: 1.96
Low: 1.96
Previous Close: 2.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.56%
1 Month
  -12.50%
3 Months  
+35.17%
YTD  
+345.45%
1 Year  
+61.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.42 2.00
1M High / 1M Low: 3.42 1.83
6M High / 6M Low: 3.42 0.35
High (YTD): 6/3/2024 3.42
Low (YTD): 1/4/2024 0.38
52W High: 6/3/2024 3.42
52W Low: 11/23/2023 0.20
Avg. price 1W:   2.90
Avg. volume 1W:   0.00
Avg. price 1M:   2.71
Avg. volume 1M:   0.00
Avg. price 6M:   1.32
Avg. volume 6M:   0.00
Avg. price 1Y:   1.08
Avg. volume 1Y:   0.00
Volatility 1M:   213.48%
Volatility 6M:   215.09%
Volatility 1Y:   196.68%
Volatility 3Y:   -