Morgan Stanley Call 77.5 MDT 20.12.2024
/ DE000MB9GEM7
Morgan Stanley Call 77.5 MDT 20.1.../ DE000MB9GEM7 /
| 2024-05-31 9:27:22 PM |
Chg.+0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+1.43% |
-
Bid Size: - |
-
Ask Size: - |
Medtronic PLC |
77.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MB9GEM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-04 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.36 |
| Time value: |
0.38 |
| Break-even: |
78.84 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
7.11 |
| Rho: |
0.25 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.58% |
| 1 Month |
|
|
-7.79% |
| 3 Months |
|
|
-29.70% |
| YTD |
|
|
-31.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.700 |
| 1M High / 1M Low: |
1.040 |
0.700 |
| 6M High / 6M Low: |
1.420 |
0.700 |
| High (YTD): |
2024-01-31 |
1.420 |
| Low (YTD): |
2024-05-30 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.873 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.028 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.02% |
| Volatility 6M: |
|
96.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
