Morgan Stanley Call 255 RHHVF 21..../  DE000MB37GH2  /

Stuttgart
2024-05-31  5:51:09 PM Chg.- Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
Roche Holding Ltd 255.00 - 2024-06-21 Call
 

Master data

WKN: MB37GH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Call
Strike price: 255.00 -
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-06-03
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 62.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.22
Parity: -0.07
Time value: 0.04
Break-even: 259.00
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 2.20
Spread abs.: 0.04
Spread %: 1,900.00%
Delta: 0.37
Theta: -0.25
Omega: 22.85
Rho: 0.03
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -96.15%
YTD
  -98.48%
1 Year
  -99.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.009 0.001
6M High / 6M Low: 0.116 0.001
High (YTD): 2024-01-04 0.115
Low (YTD): 2024-05-31 0.001
52W High: 2023-06-09 0.380
52W Low: 2024-05-31 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   0.105
Avg. volume 1Y:   448.800
Volatility 1M:   1,211.92%
Volatility 6M:   532.78%
Volatility 1Y:   391.57%
Volatility 3Y:   -