Morgan Stanley Call 370 2FE 21.06.2024
/ DE000MB8AWE1
Morgan Stanley Call 370 2FE 21.06.../ DE000MB8AWE1 /
2024-05-31 8:57:07 AM |
Chg.-0.05 |
Bid9:34:01 AM |
Ask9:34:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
-4.31% |
1.06 Bid Size: 15,000 |
1.07 Ask Size: 15,000 |
FERRARI N.V. |
370.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
MB8AWE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
370.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-04 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
33.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.20 |
Historic volatility: |
0.24 |
Parity: |
0.59 |
Time value: |
0.52 |
Break-even: |
381.10 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.65 |
Theta: |
-0.19 |
Omega: |
22.10 |
Rho: |
0.13 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.16 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.97% |
1 Month |
|
|
-27.45% |
3 Months |
|
|
-26.49% |
YTD |
|
|
+382.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.60 |
1.04 |
1M High / 1M Low: |
1.79 |
1.04 |
6M High / 6M Low: |
1.80 |
0.19 |
High (YTD): |
2024-03-26 |
1.80 |
Low (YTD): |
2024-01-23 |
0.19 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.43 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.56% |
Volatility 6M: |
|
209.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |