Morgan Stanley Call 35 CTP2 21.06.2024
/ DE000MB788F3
Morgan Stanley Call 35 CTP2 21.06.../ DE000MB788F3 /
2024-05-21 11:13:47 AM |
Chg.- |
Bid9:31:11 AM |
Ask9:31:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.62EUR |
- |
3.62 Bid Size: 500 |
3.71 Ask Size: 500 |
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: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
9.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.56 |
Intrinsic value: |
1.10 |
Implied volatility: |
0.73 |
Historic volatility: |
0.20 |
Parity: |
1.10 |
Time value: |
2.56 |
Break-even: |
38.66 |
Moneyness: |
1.03 |
Premium: |
0.07 |
Premium p.a.: |
1.24 |
Spread abs.: |
0.01 |
Spread %: |
0.27% |
Delta: |
0.61 |
Theta: |
-0.05 |
Omega: |
5.97 |
Rho: |
0.02 |
Quote data
Open: |
3.62 |
High: |
3.62 |
Low: |
3.62 |
Previous Close: |
3.65 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-4.23% |
3 Months |
|
|
-3.98% |
YTD |
|
|
-4.74% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.65 |
3.55 |
1M High / 1M Low: |
4.08 |
2.97 |
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: |
|
3.62 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.76 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.80% |
Volatility 6M: |
|
58.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |