Morgan Stanley Call 82.5 EWL 21.06.2024
/ DE000MB8GLA9
Morgan Stanley Call 82.5 EWL 21.0.../ DE000MB8GLA9 /
31/05/2024 20:59:17 |
Chg.- |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
- |
- Bid Size: - |
- Ask Size: - |
EDWARDS LIFESCIENCES |
82.50 - |
21/06/2024 |
Call |
Master data
WKN: |
MB8GLA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
EDWARDS LIFESCIENCES |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
82.50 - |
Maturity: |
21/06/2024 |
Issue date: |
07/07/2023 |
Last trading day: |
03/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.94 |
Historic volatility: |
0.26 |
Parity: |
-0.09 |
Time value: |
0.54 |
Break-even: |
87.90 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
7.07 |
Spread abs.: |
0.01 |
Spread %: |
1.89% |
Delta: |
0.51 |
Theta: |
-0.23 |
Omega: |
7.76 |
Rho: |
0.01 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.470 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+4.44% |
3 Months |
|
|
-62.40% |
YTD |
|
|
-7.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.850 |
0.450 |
6M High / 6M Low: |
1.410 |
0.260 |
High (YTD): |
28/03/2024 |
1.410 |
Low (YTD): |
29/01/2024 |
0.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.626 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.736 |
Avg. volume 6M: |
|
151.667 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
327.56% |
Volatility 6M: |
|
244.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |