Morgan Stanley Call 40 PHM7 21.06.2024
/ DE000MB78CK9
Morgan Stanley Call 40 PHM7 21.06.../ DE000MB78CK9 /
| 04/06/2024 17:35:48 |
Chg.+0.06 |
Bid18:59:27 |
Ask18:59:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.42EUR |
+1.38% |
4.47
Bid Size: 20,000 |
4.49
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: |
9.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.17 |
| Parity: |
2.68 |
| Time value: |
1.73 |
| Break-even: |
44.41 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.68 |
| Theta: |
-0.08 |
| Omega: |
6.60 |
| Rho: |
0.01 |
Quote data
| Open: |
4.39 |
| High: |
4.42 |
| Low: |
4.39 |
| Previous Close: |
4.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.22% |
| 1 Month |
|
|
+55.09% |
| 3 Months |
|
|
+569.70% |
| YTD |
|
|
+271.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.36 |
3.84 |
| 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: |
|
4.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
10.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.12% |
| Volatility 6M: |
|
193.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
