Morgan Stanley Call 30 MOR 20.12.2024
/ DE000MB866T8
Morgan Stanley Call 30 MOR 20.12..../ DE000MB866T8 /
| 2024-05-20 11:16:29 AM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.18EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MORPHOSYS AG O.N. |
30.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB866T |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MORPHOSYS AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.01 |
| Intrinsic value: |
3.87 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.79 |
| Parity: |
3.87 |
| Time value: |
0.23 |
| Break-even: |
70.90 |
| Moneyness: |
2.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
1.58 |
| Rho: |
0.13 |
Quote data
| Open: |
4.18 |
| High: |
4.18 |
| Low: |
4.18 |
| Previous Close: |
4.22 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.29% |
| 3 Months |
|
|
+5.03% |
| YTD |
|
|
+171.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.29 |
3.97 |
| 6M High / 6M Low: |
4.36 |
0.86 |
| High (YTD): |
2024-02-14 |
4.36 |
| Low (YTD): |
2024-01-12 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.09 |
| Avg. volume 6M: |
|
211.30 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.14% |
| Volatility 6M: |
|
179.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
