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Morgan Stanley Call 4800 GVDBF 21.../  DE000MD8TAN6  /

EUWAX
2024-05-31  12:46:12 PM Chg.- Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.067EUR - -
Bid Size: -		 -
Ask Size: -		 Givaudan SA 4,800.00 - 2024-06-21 Call
 

Master data

WKN: MD8TAN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Givaudan SA
Type: Warrant
Option type: Call
Strike price: 4,800.00 -
Maturity: 2024-06-21
Issue date: 2022-09-30
Last trading day: 2024-06-03
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 417.08
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.22
Parity: -3.79
Time value: 0.11
Break-even: 4,810.60
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 9.71
Spread abs.: 0.04
Spread %: 55.88%
Delta: 0.09
Theta: -1.67
Omega: 37.45
Rho: 0.14
 

Quote data

Open: 0.067
High: 0.067
Low: 0.067
Previous Close: 0.065
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -23.86%
3 Months
  -37.38%
YTD
  -58.64%
1 Year
  -72.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.088 0.065
6M High / 6M Low: 0.192 0.065
High (YTD): 2024-01-29 0.192
Low (YTD): 2024-05-30 0.065
52W High: 2023-06-08 0.240
52W Low: 2024-05-30 0.065
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   0.135
Avg. volume 1Y:   0.000
Volatility 1M:   89.17%
Volatility 6M:   129.34%
Volatility 1Y:   107.80%
Volatility 3Y:   -