Morgan Stanley Call 35 CTP2 21.06.2024
/ DE000MB788F3
Morgan Stanley Call 35 CTP2 21.06.../ DE000MB788F3 /
| 2024-05-31 5:46:31 PM |
Chg.- |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.59EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
COMCAST CORP. A D... |
35.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB788F |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
COMCAST CORP. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-03 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.20 |
| Parity: |
1.29 |
| Time value: |
2.75 |
| Break-even: |
39.04 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
3.81 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.61 |
| Theta: |
-0.10 |
| Omega: |
5.48 |
| Rho: |
0.01 |
Quote data
| Open: |
3.51 |
| High: |
3.59 |
| Low: |
3.51 |
| Previous Close: |
3.20 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.46% |
| 1 Month |
|
|
+11.49% |
| 3 Months |
|
|
-5.53% |
| YTD |
|
|
-5.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.59 |
3.11 |
| 1M High / 1M Low: |
3.79 |
3.11 |
| 6M High / 6M Low: |
4.33 |
2.97 |
| High (YTD): |
2024-01-30 |
4.33 |
| Low (YTD): |
2024-04-30 |
2.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.86% |
| Volatility 6M: |
|
63.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
