Morgan Stanley Call 35 CTP2 21.06.2024
/ DE000MB788F3
Morgan Stanley Call 35 CTP2 21.06.../ DE000MB788F3 /
| 2024-05-15 5:42:13 PM |
Chg.-0.26 |
Bid8:25:11 PM |
Ask8:25:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.53EUR |
-6.86% |
3.60
Bid Size: 25,000 |
3.61
Ask Size: 25,000 |
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: |
9.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.20 |
| Parity: |
1.71 |
| Time value: |
2.12 |
| Break-even: |
38.83 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
6.14 |
| Rho: |
0.02 |
Quote data
| Open: |
3.83 |
| High: |
3.83 |
| Low: |
3.53 |
| Previous Close: |
3.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.57% |
| 1 Month |
|
|
+7.62% |
| 3 Months |
|
|
-7.11% |
| YTD |
|
|
-7.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.79 |
3.32 |
| 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: |
|
3.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.72% |
| Volatility 6M: |
|
58.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
