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Morgan Stanley Call 340 CI 20.12..../  DE000MB23Z15  /

Stuttgart
2024-09-25  9:23:17 PM Chg.-0.019 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.228EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 Cigna Group 340.00 - 2024-12-20 Call
 

Master data

WKN: MB23Z1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cigna Group
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 2024-12-20
Issue date: 2023-01-06
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.69
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.24
Parity: -0.24
Time value: 0.27
Break-even: 367.00
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.90
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.46
Theta: -0.22
Omega: 5.41
Rho: 0.28
 

Quote data

Open: 0.250
High: 0.250
Low: 0.228
Previous Close: 0.247
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.00%
1 Month
  -12.31%
3 Months
  -8.80%
YTD  
+24.59%
1 Year  
+2.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.247
1M High / 1M Low: 0.360 0.247
6M High / 6M Low: 0.490 0.138
High (YTD): 2024-04-05 0.490
Low (YTD): 2024-07-05 0.138
52W High: 2024-04-05 0.490
52W Low: 2023-12-05 0.075
Avg. price 1W:   0.273
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   0.264
Avg. volume 1Y:   0.000
Volatility 1M:   141.65%
Volatility 6M:   134.15%
Volatility 1Y:   199.38%
Volatility 3Y:   -