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Morgan Stanley Call 220 TSCO 17.0.../  DE000MB357R2  /

Stuttgart
2024-05-29  10:17:46 AM Chg.-0.12 Bid12:35:22 PM Ask12:35:22 PM Underlying Strike price Expiration date Option type
6.63EUR -1.78% 6.62
Bid Size: 750		 6.71
Ask Size: 750		 Tractor Supply Compa... 220.00 - 2025-01-17 Call
 

Master data

WKN: MB357R
Issuer: Morgan Stanley
Currency: EUR
Underlying: Tractor Supply Company
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-02-02
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.83
Leverage: Yes

Calculated values

Fair value: 4.74
Intrinsic value: 3.98
Implied volatility: 0.55
Historic volatility: 0.21
Parity: 3.98
Time value: 2.80
Break-even: 287.80
Moneyness: 1.18
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.07
Spread %: 1.04%
Delta: 0.74
Theta: -0.09
Omega: 2.84
Rho: 0.80
 

Quote data

Open: 6.63
High: 6.63
Low: 6.63
Previous Close: 6.75
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.90%
1 Month  
+3.11%
3 Months  
+39.87%
YTD  
+184.55%
1 Year  
+91.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.78 6.69
1M High / 1M Low: 6.80 5.44
6M High / 6M Low: 6.80 1.67
High (YTD): 2024-05-21 6.80
Low (YTD): 2024-01-03 2.18
52W High: 2024-05-21 6.80
52W Low: 2023-11-01 1.37
Avg. price 1W:   6.74
Avg. volume 1W:   0.00
Avg. price 1M:   6.20
Avg. volume 1M:   0.00
Avg. price 6M:   4.00
Avg. volume 6M:   0.00
Avg. price 1Y:   3.35
Avg. volume 1Y:   0.00
Volatility 1M:   72.60%
Volatility 6M:   91.46%
Volatility 1Y:   96.98%
Volatility 3Y:   -