Morgan Stanley Call 240 AMAT 21.06.2024
/ DE000MB8C2S5
Morgan Stanley Call 240 AMAT 21.0.../ DE000MB8C2S5 /
| 2024-06-07 9:09:54 PM |
Chg.-0.025 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
-32.47% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
240.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB8C2S |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
277.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
-1.69 |
| Time value: |
0.07 |
| Break-even: |
222.93 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
9.14 |
| Spread abs.: |
0.02 |
| Spread %: |
37.04% |
| Delta: |
0.12 |
| Theta: |
-0.10 |
| Omega: |
32.75 |
| Rho: |
0.01 |
Quote data
| Open: |
0.059 |
| High: |
0.080 |
| Low: |
0.052 |
| Previous Close: |
0.077 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.93% |
| 1 Month |
|
|
-74.76% |
| 3 Months |
|
|
-91.75% |
| YTD |
|
|
-53.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.032 |
| 1M High / 1M Low: |
0.290 |
0.032 |
| 6M High / 6M Low: |
0.890 |
0.032 |
| High (YTD): |
2024-03-07 |
0.890 |
| Low (YTD): |
2024-06-04 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
891.04% |
| Volatility 6M: |
|
513.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
