Morgan Stanley Call 82.5 EWL 21.0.../  DE000MB8GLA9  /

Stuttgart
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:   -