Morgan Stanley Call 8900 PX1 21.0.../  DE000MB81687  /

Stuttgart
2024-05-15  10:15:05 AM Chg.-0.001 Bid10:18:40 AM Ask10:18:40 AM Underlying Strike price Expiration date Option type
0.028EUR -3.45% 0.028
Bid Size: 100,000
0.040
Ask Size: 100,000
CAC 40 8,900.00 - 2024-06-21 Call
 

Master data

WKN: MB8168
Issuer: Morgan Stanley
Currency: EUR
Underlying: CAC 40
Type: Warrant
Option type: Call
Strike price: 8,900.00 -
Maturity: 2024-06-21
Issue date: 2023-06-28
Last trading day: 2024-06-21
Ratio: 200:1
Exercise type: European
Quanto: -
Gearing: 1,028.23
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.12
Parity: -3.37
Time value: 0.04
Break-even: 8,908.00
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 1.19
Spread abs.: 0.01
Spread %: 33.33%
Delta: 0.05
Theta: -0.58
Omega: 53.33
Rho: 0.42
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.029
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -20.00%
3 Months
  -47.17%
YTD
  -48.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.026
1M High / 1M Low: 0.035 0.021
6M High / 6M Low: 0.080 0.021
High (YTD): 2024-03-20 0.080
Low (YTD): 2024-05-06 0.021
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.048
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.09%
Volatility 6M:   123.88%
Volatility 1Y:   -
Volatility 3Y:   -