Morgan Stanley Call 27.5 CAG 21.06.2024
/ DE000MB9VV31
Morgan Stanley Call 27.5 CAG 21.0.../ DE000MB9VV31 /
| 31/05/2024 20:47:23 |
Chg.- |
Bid08:21:57 |
Ask08:21:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.227EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Conagra Brands Inc |
27.50 USD |
21/06/2024 |
Call |
Master data
| WKN: |
MB9VV3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
0.22 |
| Time value: |
0.02 |
| Break-even: |
27.77 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.83% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
9.75 |
| Rho: |
0.01 |
Quote data
| Open: |
0.176 |
| High: |
0.227 |
| Low: |
0.176 |
| Previous Close: |
0.169 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.69% |
| 1 Month |
|
|
-31.21% |
| 3 Months |
|
|
+41.88% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.169 |
| 1M High / 1M Low: |
0.360 |
0.169 |
| 6M High / 6M Low: |
0.390 |
0.116 |
| High (YTD): |
24/04/2024 |
0.390 |
| Low (YTD): |
14/02/2024 |
0.116 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.219 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.41% |
| Volatility 6M: |
|
193.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
