Morgan Stanley Call 45 PHM7 21.06.2024
/ DE000MB78CM5
Morgan Stanley Call 45 PHM7 21.06.../ DE000MB78CM5 /
29/05/2024 17:24:08 |
Chg.-0.090 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-18.37% |
- Bid Size: - |
- Ask Size: - |
ALTRIA GRP INC. DL... |
45.00 - |
21/06/2024 |
Call |
Master data
WKN: |
MB78CM |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ALTRIA GRP INC. DL-,333 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
21/06/2024 |
Issue date: |
09/06/2023 |
Last trading day: |
21/06/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
76.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.17 |
Parity: |
-3.09 |
Time value: |
0.55 |
Break-even: |
45.55 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
2.75 |
Spread abs.: |
0.01 |
Spread %: |
1.85% |
Delta: |
0.25 |
Theta: |
-0.03 |
Omega: |
18.79 |
Rho: |
0.01 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.400 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-63.96% |
1 Month |
|
|
+8.11% |
3 Months |
|
|
+115.05% |
YTD |
|
|
+66.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.110 |
0.470 |
1M High / 1M Low: |
1.110 |
0.260 |
6M High / 6M Low: |
1.110 |
0.124 |
High (YTD): |
22/05/2024 |
1.110 |
Low (YTD): |
04/03/2024 |
0.124 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.646 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.566 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.362 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
344.34% |
Volatility 6M: |
|
262.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |