Morgan Stanley Call 40 PHM7 21.06.2024
/ DE000MB78CK9
Morgan Stanley Call 40 PHM7 21.06.../ DE000MB78CK9 /
| 29/05/2024 17:24:08 |
Chg.-0.17 |
Bid19:56:23 |
Ask19:56:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.84EUR |
-4.24% |
3.98
Bid Size: 20,000 |
3.99
Ask Size: 20,000 |
ALTRIA GRP INC. DL... |
40.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB78CK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ALTRIA GRP INC. DL-,333 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
09/06/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.17 |
| Parity: |
1.91 |
| Time value: |
2.15 |
| Break-even: |
44.06 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
6.62 |
| Rho: |
0.01 |
Quote data
| Open: |
4.02 |
| High: |
4.02 |
| Low: |
3.84 |
| Previous Close: |
4.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.93% |
| 1 Month |
|
|
+33.80% |
| 3 Months |
|
|
+242.86% |
| YTD |
|
|
+222.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.41 |
4.00 |
| 1M High / 1M Low: |
4.41 |
2.78 |
| 6M High / 6M Low: |
4.41 |
0.66 |
| High (YTD): |
22/05/2024 |
4.41 |
| Low (YTD): |
04/03/2024 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
10.69 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.56% |
| Volatility 6M: |
|
194.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
