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Morgan Stanley Call 160 PRG 21.06.../  DE000MD7BVF8  /

EUWAX
5/31/2024  8:32:54 PM Chg.+0.040 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.420EUR +10.53% -
Bid Size: -		 -
Ask Size: -		 PROCTER GAMBLE 160.00 - 6/21/2024 Call
 

Master data

WKN: MD7BVF
Issuer: Morgan Stanley
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 6/21/2024
Issue date: 8/24/2022
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.62
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.12
Parity: -0.83
Time value: 0.53
Break-even: 165.30
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 3.81
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.38
Theta: -0.21
Omega: 10.99
Rho: 0.03
 

Quote data

Open: 0.380
High: 0.420
Low: 0.350
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.15%
1 Month
  -20.75%
3 Months
  -16.00%
YTD  
+121.05%
1 Year
  -22.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.320
1M High / 1M Low: 0.870 0.320
6M High / 6M Low: 0.870 0.166
High (YTD): 5/16/2024 0.870
Low (YTD): 1/22/2024 0.208
52W High: 8/2/2023 1.020
52W Low: 12/15/2023 0.166
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.650
Avg. volume 1M:   0.000
Avg. price 6M:   0.448
Avg. volume 6M:   0.000
Avg. price 1Y:   0.543
Avg. volume 1Y:   0.000
Volatility 1M:   221.61%
Volatility 6M:   245.49%
Volatility 1Y:   195.10%
Volatility 3Y:   -