Morgan Stanley Call 8775 PX1 21.06.2024
/ DE000MB81646
Morgan Stanley Call 8775 PX1 21.0.../ DE000MB81646 /
| 2024-05-15 10:15:05 AM |
Chg.-0.005 |
Bid4:15:46 PM |
Ask4:15:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
-12.20% |
0.032
Bid Size: 100,000 |
0.042
Ask Size: 100,000 |
CAC 40 |
8,775.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB8164 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CAC 40 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8,775.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
200:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
806.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.12 |
| Parity: |
-2.75 |
| Time value: |
0.05 |
| Break-even: |
8,785.20 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.01 |
| Spread %: |
24.39% |
| Delta: |
0.07 |
| Theta: |
-0.67 |
| Omega: |
56.51 |
| Rho: |
0.57 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.036 |
| Previous Close: |
0.041 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-16.28% |
| 3 Months |
|
|
-41.94% |
| YTD |
|
|
-42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.033 |
| 1M High / 1M Low: |
0.044 |
0.023 |
| 6M High / 6M Low: |
0.112 |
0.023 |
| High (YTD): |
2024-03-20 |
0.112 |
| Low (YTD): |
2024-05-03 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.059 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.73% |
| Volatility 6M: |
|
150.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
