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Morgan Stanley Call 40 BAC 21.06..../  DE000MD9TTJ2  /

EUWAX
2024-05-31  8:52:34 PM Chg.+0.046 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.130EUR +54.76% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 40.00 - 2024-06-21 Call
 

Master data

WKN: MD9TTJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.63
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.22
Parity: -0.21
Time value: 0.15
Break-even: 41.54
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 4.25
Spread abs.: 0.00
Spread %: 1.32%
Delta: 0.40
Theta: -0.06
Omega: 9.87
Rho: 0.01
 

Quote data

Open: 0.091
High: 0.130
Low: 0.091
Previous Close: 0.084
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+116.67%
1 Month  
+85.71%
3 Months
  -26.14%
YTD  
+41.30%
1 Year  
+21.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.036
1M High / 1M Low: 0.130 0.036
6M High / 6M Low: 0.350 0.036
High (YTD): 2024-02-01 0.350
Low (YTD): 2024-05-29 0.036
52W High: 2024-02-01 0.350
52W Low: 2023-10-12 0.024
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   22.024
Avg. price 1Y:   0.118
Avg. volume 1Y:   10.710
Volatility 1M:   606.32%
Volatility 6M:   335.43%
Volatility 1Y:   276.76%
Volatility 3Y:   -