Morgan Stanley Call 82.5 EW 21.06.../  DE000MB8GLA9  /

Stuttgart
5/31/2024  8:59:17 PM Chg.-0.180 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.470EUR -27.69% -
Bid Size: -
-
Ask Size: -
Edwards Lifesciences... 82.50 USD 6/21/2024 Call
 

Master data

WKN: MB8GLA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 82.50 USD
Maturity: 6/21/2024
Issue date: 7/7/2023
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.83
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.40
Implied volatility: 0.39
Historic volatility: 0.26
Parity: 0.40
Time value: 0.14
Break-even: 81.45
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.74
Theta: -0.06
Omega: 10.96
Rho: 0.03
 

Quote data

Open: 0.570
High: 0.570
Low: 0.470
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.40%
1 Month     0.00%
3 Months
  -34.72%
YTD
  -7.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.470
1M High / 1M Low: 0.850 0.450
6M High / 6M Low: 1.410 0.218
High (YTD): 3/28/2024 1.410
Low (YTD): 1/29/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.580
Avg. volume 1W:   0.000
Avg. price 1M:   0.600
Avg. volume 1M:   0.000
Avg. price 6M:   0.716
Avg. volume 6M:   145.600
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.20%
Volatility 6M:   245.04%
Volatility 1Y:   -
Volatility 3Y:   -