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Morgan Stanley Call 4400 GVDBF 21.../  DE000MD8TAM8  /

EUWAX
2024-05-29  1:21:56 PM Chg.-0.170 Bid2:52:05 PM Ask2:52:05 PM Underlying Strike price Expiration date Option type
0.240EUR -41.46% 0.210
Bid Size: 10,000		 0.250
Ask Size: 10,000		 Givaudan SA 4,400.00 - 2024-06-21 Call
 

Master data

WKN: MD8TAM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Givaudan SA
Type: Warrant
Option type: Call
Strike price: 4,400.00 -
Maturity: 2024-06-21
Issue date: 2022-09-30
Last trading day: 2024-06-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 150.61
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.22
Parity: -1.83
Time value: 0.28
Break-even: 4,428.00
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 1.17
Spread abs.: 0.04
Spread %: 16.67%
Delta: 0.23
Theta: -1.53
Omega: 34.20
Rho: 0.59
 

Quote data

Open: 0.260
High: 0.260
Low: 0.240
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+41.18%
3 Months  
+40.35%
YTD  
+9.09%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.220
1M High / 1M Low: 0.410 0.148
6M High / 6M Low: 0.560 0.147
High (YTD): 2024-03-20 0.560
Low (YTD): 2024-02-13 0.147
52W High: 2024-03-20 0.560
52W Low: 2023-10-24 0.110
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   0.202
Avg. volume 1Y:   0.000
Volatility 1M:   329.97%
Volatility 6M:   219.02%
Volatility 1Y:   168.04%
Volatility 3Y:   -