Morgan Stanley Call 250 TSCO 21.06.2024
/ DE000MB78N21
Morgan Stanley Call 250 TSCO 21.0.../ DE000MB78N21 /
| 31/05/2024 17:46:52 |
Chg.- |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Tractor Supply Compa... |
250.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB78N2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Tractor Supply Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
09/06/2023 |
| Last trading day: |
03/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.21 |
| Parity: |
1.18 |
| Time value: |
1.05 |
| Break-even: |
272.30 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
9.94 |
| Spread abs.: |
0.03 |
| Spread %: |
1.36% |
| Delta: |
0.65 |
| Theta: |
-1.25 |
| Omega: |
7.61 |
| Rho: |
0.02 |
Quote data
| Open: |
2.04 |
| High: |
2.07 |
| Low: |
2.04 |
| Previous Close: |
2.11 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+13.74% |
| 3 Months |
|
|
+76.92% |
| YTD |
|
|
+546.88% |
| 1 Year |
|
|
+179.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.13 |
1.82 |
| 6M High / 6M Low: |
2.13 |
0.25 |
| High (YTD): |
28/05/2024 |
2.13 |
| Low (YTD): |
03/01/2024 |
0.28 |
| 52W High: |
28/05/2024 |
2.13 |
| 52W Low: |
23/11/2023 |
0.13 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
47.27% |
| Volatility 6M: |
|
152.12% |
| Volatility 1Y: |
|
165.95% |
| Volatility 3Y: |
|
- |
