Morgan Stanley Call 77.5 EVD 21.06.2024
/ DE000MB8RMH9
Morgan Stanley Call 77.5 EVD 21.0.../ DE000MB8RMH9 /
| 2024-05-28 10:27:09 AM |
Chg.- |
Bid10:27:49 AM |
Ask10:27:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
- |
0.680
Bid Size: 50,000 |
0.720
Ask Size: 50,000 |
CTS EVENTIM KGAA |
77.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB8RMH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.28 |
| Parity: |
0.59 |
| Time value: |
0.19 |
| Break-even: |
85.30 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.05 |
| Spread %: |
6.85% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
7.98 |
| Rho: |
0.03 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.17% |
| 1 Month |
|
|
+18.42% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
+260.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.580 |
| 1M High / 1M Low: |
0.900 |
0.500 |
| 6M High / 6M Low: |
1.000 |
0.195 |
| High (YTD): |
2024-04-08 |
1.000 |
| Low (YTD): |
2024-01-23 |
0.195 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.678 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.434 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.26% |
| Volatility 6M: |
|
200.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
