Morgan Stanley Call 7725 PX1 21.06.2024
/ DE000MB7VSE7
Morgan Stanley Call 7725 PX1 21.0.../ DE000MB7VSE7 /
| 31/05/2024 16:39:47 |
Chg.-0.08 |
Bid16:56:34 |
Ask16:56:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-5.44% |
1.44
Bid Size: 100,000 |
1.45
Ask Size: 100,000 |
CAC 40 |
7,725.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB7VSE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CAC 40 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,725.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
26/06/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
200:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
27.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.11 |
| Parity: |
1.27 |
| Time value: |
0.19 |
| Break-even: |
8,017.00 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.85 |
| Theta: |
-2.19 |
| Omega: |
23.18 |
| Rho: |
3.73 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.39 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.46% |
| 1 Month |
|
|
+3.73% |
| 3 Months |
|
|
-8.55% |
| YTD |
|
|
+57.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.30 |
| 1M High / 1M Low: |
2.48 |
1.27 |
| 6M High / 6M Low: |
2.48 |
0.35 |
| High (YTD): |
15/05/2024 |
2.48 |
| Low (YTD): |
17/01/2024 |
0.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.68% |
| Volatility 6M: |
|
183.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
