Morgan Stanley Call 230 FDX 20.09.../  DE000MB32YJ2  /

Stuttgart
2024-05-31  8:32:39 PM Chg.+0.10 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.72EUR +3.82% -
Bid Size: -
-
Ask Size: -
FEDEX CORP. D... 230.00 - 2024-09-20 Call
 

Master data

WKN: MB32YJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-09-20
Issue date: 2023-02-01
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.83
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 0.41
Implied volatility: 0.52
Historic volatility: 0.22
Parity: 0.41
Time value: 2.58
Break-even: 259.90
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 1.01%
Delta: 0.60
Theta: -0.13
Omega: 4.67
Rho: 0.33
 

Quote data

Open: 2.66
High: 2.72
Low: 2.66
Previous Close: 2.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.24%
1 Month
  -28.04%
3 Months
  -7.80%
YTD
  -26.09%
1 Year
  -2.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.72 2.34
1M High / 1M Low: 3.99 2.34
6M High / 6M Low: 6.29 2.34
High (YTD): 2024-03-28 6.29
Low (YTD): 2024-05-29 2.34
52W High: 2024-03-28 6.29
52W Low: 2024-05-29 2.34
Avg. price 1W:   2.54
Avg. volume 1W:   0.00
Avg. price 1M:   3.18
Avg. volume 1M:   0.00
Avg. price 6M:   3.69
Avg. volume 6M:   0.00
Avg. price 1Y:   4.06
Avg. volume 1Y:   0.00
Volatility 1M:   97.22%
Volatility 6M:   118.41%
Volatility 1Y:   106.45%
Volatility 3Y:   -