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Morgan Stanley Call 380 CI 20.12..../  DE000MB23ZL4  /

Stuttgart
26/09/2024  10:53:11 Chg.+0.002 Bid11:47:19 Ask11:47:19 Underlying Strike price Expiration date Option type
0.070EUR +2.94% 0.070
Bid Size: 17,500		 0.083
Ask Size: 15,000		 Cigna Group 380.00 - 20/12/2024 Call
 

Master data

WKN: MB23ZL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cigna Group
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 20/12/2024
Issue date: 06/01/2023
Last trading day: 20/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 43.53
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.24
Parity: -0.67
Time value: 0.07
Break-even: 387.20
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 1.48
Spread abs.: 0.00
Spread %: 4.35%
Delta: 0.21
Theta: -0.12
Omega: 9.35
Rho: 0.14
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.068
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.08%
1 Month
  -28.57%
3 Months
  -21.35%
YTD
  -22.22%
1 Year
  -43.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.068
1M High / 1M Low: 0.147 0.068
6M High / 6M Low: 0.280 0.045
High (YTD): 05/04/2024 0.280
Low (YTD): 05/07/2024 0.045
52W High: 05/04/2024 0.280
52W Low: 05/12/2023 0.037
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.124
Avg. volume 6M:   1,677.093
Avg. price 1Y:   0.127
Avg. volume 1Y:   845.098
Volatility 1M:   209.53%
Volatility 6M:   181.07%
Volatility 1Y:   211.60%
Volatility 3Y:   -