Morgan Stanley Call 400 STZ 20.12.2024
/ DE000MB74ML5
Morgan Stanley Call 400 STZ 20.12.../ DE000MB74ML5 /
2024-09-20 8:51:33 PM |
Chg.-0.002 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.067EUR |
-2.90% |
- Bid Size: - |
- Ask Size: - |
Constellation Brands... |
400.00 - |
2024-12-20 |
Call |
Master data
WKN: |
MB74ML |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-07 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
202.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.17 |
Parity: |
-17.78 |
Time value: |
0.11 |
Break-even: |
401.10 |
Moneyness: |
0.56 |
Premium: |
0.80 |
Premium p.a.: |
9.96 |
Spread abs.: |
0.04 |
Spread %: |
64.18% |
Delta: |
0.04 |
Theta: |
-0.04 |
Omega: |
8.79 |
Rho: |
0.02 |
Quote data
Open: |
0.066 |
High: |
0.067 |
Low: |
0.063 |
Previous Close: |
0.069 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.25% |
1 Month |
|
|
-25.56% |
3 Months |
|
|
-45.97% |
YTD |
|
|
-45.97% |
1 Year |
|
|
-68.10% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.081 |
0.067 |
1M High / 1M Low: |
0.100 |
0.001 |
6M High / 6M Low: |
0.139 |
0.001 |
High (YTD): |
2024-03-19 |
0.148 |
Low (YTD): |
2024-09-03 |
0.001 |
52W High: |
2023-09-22 |
0.210 |
52W Low: |
2024-09-03 |
0.001 |
Avg. price 1W: |
|
0.073 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.081 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.095 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.109 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
29,008.96% |
Volatility 6M: |
|
11,651.95% |
Volatility 1Y: |
|
8,239.41% |
Volatility 3Y: |
|
- |