Morgan Stanley Call 330 CAT1 21.06.2024
/ DE000MB2EV05
Morgan Stanley Call 330 CAT1 21.0.../ DE000MB2EV05 /
| 31/05/2024 18:48:19 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CATERPILLAR INC. ... |
330.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB2EV0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CATERPILLAR INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
16/01/2023 |
| Last trading day: |
03/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.24 |
| Parity: |
-2.55 |
| Time value: |
1.33 |
| Break-even: |
343.30 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
27.92 |
| Spread abs.: |
0.03 |
| Spread %: |
2.31% |
| Delta: |
0.37 |
| Theta: |
-0.84 |
| Omega: |
8.52 |
| Rho: |
0.04 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.12 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-54.47% |
| 3 Months |
|
|
-54.66% |
| YTD |
|
|
+19.15% |
| 1 Year |
|
|
+202.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.11 |
1.12 |
| 6M High / 6M Low: |
5.26 |
0.26 |
| High (YTD): |
04/04/2024 |
5.26 |
| Low (YTD): |
18/01/2024 |
0.42 |
| 52W High: |
04/04/2024 |
5.26 |
| 52W Low: |
31/10/2023 |
0.17 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.36 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
194.26% |
| Volatility 6M: |
|
259.28% |
| Volatility 1Y: |
|
266.76% |
| Volatility 3Y: |
|
- |
