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Morgan Stanley Call 4400 GVDBF 20.../  DE000MB31682  /

Stuttgart
2024-06-13  1:03:47 PM Chg.-0.22 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.45EUR -8.24% -
Bid Size: -		 -
Ask Size: -		 Givaudan SA 4,400.00 - 2024-12-20 Call
 

Master data

WKN: MB3168
Issuer: Morgan Stanley
Currency: EUR
Underlying: Givaudan SA
Type: Warrant
Option type: Call
Strike price: 4,400.00 -
Maturity: 2024-12-20
Issue date: 2023-01-31
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.73
Leverage: Yes

Calculated values

Fair value: 3.66
Intrinsic value: 0.83
Implied volatility: 0.14
Historic volatility: 0.22
Parity: 0.83
Time value: 1.85
Break-even: 4,668.00
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.52%
Delta: 0.67
Theta: -0.69
Omega: 11.14
Rho: 14.15
 

Quote data

Open: 2.45
High: 2.45
Low: 2.45
Previous Close: 2.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.66%
1 Month  
+75.00%
3 Months  
+84.21%
YTD  
+276.92%
1 Year  
+295.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.75 2.41
1M High / 1M Low: 2.75 1.40
6M High / 6M Low: 2.75 0.41
High (YTD): 2024-06-10 2.75
Low (YTD): 2024-01-24 0.41
52W High: 2024-06-10 2.75
52W Low: 2023-10-25 0.23
Avg. price 1W:   2.58
Avg. volume 1W:   0.00
Avg. price 1M:   2.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.18
Avg. volume 6M:   0.00
Avg. price 1Y:   0.78
Avg. volume 1Y:   0.00
Volatility 1M:   127.18%
Volatility 6M:   167.84%
Volatility 1Y:   141.49%
Volatility 3Y:   -