Morgan Stanley Call 57 UNVB 21.06.2024
/ DE000MD930S2
Morgan Stanley Call 57 UNVB 21.06.../ DE000MD930S2 /
| 5/31/2024 8:58:35 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
UNILEVER PLC LS-,0... |
57.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
MD930S |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/7/2022 |
| Last trading day: |
6/3/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
128.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.17 |
| Parity: |
-0.57 |
| Time value: |
0.04 |
| Break-even: |
57.40 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
21.93 |
| Spread abs.: |
0.04 |
| Spread %: |
3,900.00% |
| Delta: |
0.16 |
| Theta: |
-0.05 |
| Omega: |
20.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
-97.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.002 |
0.001 |
| 6M High / 6M Low: |
0.007 |
0.001 |
| High (YTD): |
1/4/2024 |
0.007 |
| Low (YTD): |
5/31/2024 |
0.001 |
| 52W High: |
6/16/2023 |
0.048 |
| 52W Low: |
5/31/2024 |
0.001 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.001 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.003 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.014 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
453.57% |
| Volatility 6M: |
|
710.06% |
| Volatility 1Y: |
|
509.85% |
| Volatility 3Y: |
|
- |
