OverviewChartNewsTraderScreen

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

EUWAX
2024-05-31  12:46:11 PM Chg.+0.019 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.189EUR +11.18% -
Bid Size: -		 -
Ask Size: -		 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: 165.35
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.22
Parity: -1.01
Time value: 0.26
Break-even: 4,426.00
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.70
Spread abs.: 0.04
Spread %: 18.18%
Delta: 0.28
Theta: -1.40
Omega: 46.41
Rho: 0.65
 

Quote data

Open: 0.189
High: 0.189
Low: 0.189
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.73%
1 Month  
+13.17%
3 Months  
+18.13%
YTD
  -14.09%
1 Year
  -44.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.170
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:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   0.201
Avg. volume 1Y:   0.000
Volatility 1M:   387.40%
Volatility 6M:   230.13%
Volatility 1Y:   175.54%
Volatility 3Y:   -