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Morgan Stanley Call 240 TSCO 20.1.../  DE000MB357X0  /

Stuttgart
2024-06-04  5:04:53 PM Chg.-1.32 Bid8:38:20 PM Ask8:38:20 PM Underlying Strike price Expiration date Option type
4.05EUR -24.58% 4.17
Bid Size: 15,000		 4.24
Ask Size: 15,000		 Tractor Supply Compa... 240.00 - 2024-12-20 Call
 

Master data

WKN: MB357X
Issuer: Morgan Stanley
Currency: EUR
Underlying: Tractor Supply Company
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-12-20
Issue date: 2023-02-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.18
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 0.53
Implied volatility: 0.49
Historic volatility: 0.21
Parity: 0.53
Time value: 3.44
Break-even: 279.70
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 0.27
Spread abs.: 0.07
Spread %: 1.79%
Delta: 0.62
Theta: -0.10
Omega: 3.81
Rho: 0.61
 

Quote data

Open: 3.80
High: 4.05
Low: 3.80
Previous Close: 5.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.74%
1 Month
  -6.03%
3 Months  
+25.39%
YTD  
+185.21%
1 Year  
+69.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.37 4.96
1M High / 1M Low: 5.37 3.90
6M High / 6M Low: 5.37 1.19
High (YTD): 2024-06-03 5.37
Low (YTD): 2024-01-03 1.31
52W High: 2024-06-03 5.37
52W Low: 2023-11-01 0.79
Avg. price 1W:   5.10
Avg. volume 1W:   0.00
Avg. price 1M:   4.74
Avg. volume 1M:   0.00
Avg. price 6M:   2.87
Avg. volume 6M:   0.00
Avg. price 1Y:   2.34
Avg. volume 1Y:   0.00
Volatility 1M:   76.12%
Volatility 6M:   107.62%
Volatility 1Y:   114.70%
Volatility 3Y:   -