Morgan Stanley Call 180 CMC 21.06.2024
/ DE000MB8AU12
Morgan Stanley Call 180 CMC 21.06.../ DE000MB8AU12 /
| 2024-05-31 8:23:43 PM |
Chg.+0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+1.12% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
180.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB8AU1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
0.68 |
| Time value: |
0.24 |
| Break-even: |
189.20 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.73 |
| Theta: |
-0.11 |
| Omega: |
14.91 |
| Rho: |
0.07 |
Quote data
| Open: |
0.880 |
| High: |
0.900 |
| Low: |
0.880 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.12% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+63.64% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.880 |
| 1M High / 1M Low: |
0.900 |
0.690 |
| 6M High / 6M Low: |
0.900 |
0.153 |
| High (YTD): |
2024-05-31 |
0.900 |
| Low (YTD): |
2024-01-18 |
0.223 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.834 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.521 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.54% |
| Volatility 6M: |
|
127.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
