Morgan Stanley Call 450 MUV2 21.0.../  DE000MB858M0  /

Stuttgart
2024-06-14  6:30:12 PM Chg.-0.39 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.05EUR -27.08% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 450.00 EUR 2024-06-21 Call
 

Master data

WKN: MB858M
Issuer: Morgan Stanley
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 2024-06-21
Issue date: 2023-06-30
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.75
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.68
Implied volatility: 0.35
Historic volatility: 0.17
Parity: 0.68
Time value: 0.53
Break-even: 462.10
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 1.02
Spread abs.: 0.12
Spread %: 11.01%
Delta: 0.64
Theta: -0.66
Omega: 24.34
Rho: 0.05
 

Quote data

Open: 0.97
High: 1.05
Low: 0.97
Previous Close: 1.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -21.05%
3 Months
  -17.32%
YTD  
+425.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.94 1.05
1M High / 1M Low: 1.94 0.80
6M High / 6M Low: 1.94 0.13
High (YTD): 2024-06-12 1.94
Low (YTD): 2024-05-03 0.13
52W High: - -
52W Low: - -
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   0.67
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   417.56%
Volatility 6M:   404.96%
Volatility 1Y:   -
Volatility 3Y:   -