Morgan Stanley Call 37.5 CTP2 21.06.2024
/ DE000MB788G1
Morgan Stanley Call 37.5 CTP2 21..../ DE000MB788G1 /
| 2024-05-15 5:42:15 PM |
Chg.-0.38 |
Bid9:02:50 PM |
Ask9:02:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
-15.90% |
2.00
Bid Size: 25,000 |
2.01
Ask Size: 25,000 |
COMCAST CORP. A D... |
37.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB788G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
COMCAST CORP. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.20 |
| Parity: |
-0.79 |
| Time value: |
2.44 |
| Break-even: |
39.94 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
7.52 |
| Rho: |
0.02 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.01 |
| Previous Close: |
2.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.52% |
| 1 Month |
|
|
-11.84% |
| 3 Months |
|
|
-37.19% |
| YTD |
|
|
-40.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
1.74 |
| 1M High / 1M Low: |
3.19 |
1.59 |
| 6M High / 6M Low: |
4.11 |
1.59 |
| High (YTD): |
2024-01-30 |
4.11 |
| Low (YTD): |
2024-04-30 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.64% |
| Volatility 6M: |
|
101.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
