Morgan Stanley Call 80 EWL 21.06.2024
/ DE000MB990W0
Morgan Stanley Call 80 EWL 21.06..../ DE000MB990W0 /
| 2024-05-31 6:50:02 PM |
Chg.- |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EDWARDS LIFESCIENCES |
80.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB990W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
EDWARDS LIFESCIENCES |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-06-03 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
1.48 |
| Historic volatility: |
0.26 |
| Parity: |
0.16 |
| Time value: |
0.59 |
| Break-even: |
87.50 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
35.94 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.58 |
| Theta: |
-0.47 |
| Omega: |
6.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.720 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-50.68% |
| YTD |
|
|
+18.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.070 |
0.630 |
| 6M High / 6M Low: |
1.620 |
0.310 |
| High (YTD): |
2024-03-28 |
1.620 |
| Low (YTD): |
2024-01-25 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.871 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.899 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.09% |
| Volatility 6M: |
|
222.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
