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Morgan Stanley Call 155 PRG 21.06.../  DE000MD7BVE1  /

EUWAX
2024-05-31  8:32:55 PM Chg.+0.060 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.840EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 PROCTER GAMBLE 155.00 - 2024-06-21 Call
 

Master data

WKN: MD7BVE
Issuer: Morgan Stanley
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2024-06-21
Issue date: 2022-08-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.64
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.12
Parity: -0.33
Time value: 0.97
Break-even: 164.70
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 3.50
Spread abs.: 0.01
Spread %: 1.04%
Delta: 0.49
Theta: -0.28
Omega: 7.72
Rho: 0.04
 

Quote data

Open: 0.790
High: 0.840
Low: 0.740
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month
  -7.69%
3 Months  
+7.69%
YTD  
+180.00%
1 Year  
+16.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.710
1M High / 1M Low: 1.310 0.710
6M High / 6M Low: 1.310 0.270
High (YTD): 2024-05-16 1.310
Low (YTD): 2024-01-22 0.340
52W High: 2024-05-16 1.310
52W Low: 2023-12-15 0.270
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   1.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.725
Avg. volume 6M:   0.000
Avg. price 1Y:   0.792
Avg. volume 1Y:   0.000
Volatility 1M:   146.86%
Volatility 6M:   213.37%
Volatility 1Y:   171.14%
Volatility 3Y:   -