Morgan Stanley Call 37.5 CTP2 21.06.2024
/ DE000MB788G1
Morgan Stanley Call 37.5 CTP2 21..../ DE000MB788G1 /
| 31/05/2024 17:46:31 |
Chg.- |
Bid20:00:03 |
Ask20:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
COMCAST CORP. A D... |
37.50 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB788G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
COMCAST CORP. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 - |
| Maturity: |
21/06/2024 |
| Issue date: |
09/06/2023 |
| Last trading day: |
03/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.20 |
| Parity: |
-1.21 |
| Time value: |
2.51 |
| Break-even: |
40.01 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
7.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.48 |
| Theta: |
-0.09 |
| Omega: |
6.96 |
| Rho: |
0.01 |
Quote data
| Open: |
1.77 |
| High: |
1.87 |
| Low: |
1.77 |
| Previous Close: |
1.44 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.65% |
| 1 Month |
|
|
+4.47% |
| 3 Months |
|
|
-41.38% |
| YTD |
|
|
-45.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.36 |
| 1M High / 1M Low: |
2.39 |
1.36 |
| 6M High / 6M Low: |
4.11 |
1.36 |
| High (YTD): |
30/01/2024 |
4.11 |
| Low (YTD): |
29/05/2024 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.29% |
| Volatility 6M: |
|
118.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
