Morgan Stanley Call 370 DCO 21.06.2024
/ DE000MD9RPR7
Morgan Stanley Call 370 DCO 21.06.../ DE000MD9RPR7 /
2024-06-06 9:45:08 AM |
Chg.-0.030 |
Bid1:18:29 PM |
Ask1:18:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-4.48% |
0.640 Bid Size: 750 |
0.750 Ask Size: 750 |
DEERE CO. ... |
370.00 - |
2024-06-21 |
Call |
Master data
WKN: |
MD9RPR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
DEERE CO. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
370.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-26 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
44.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.20 |
Parity: |
-2.88 |
Time value: |
0.76 |
Break-even: |
377.60 |
Moneyness: |
0.92 |
Premium: |
0.11 |
Premium p.a.: |
10.80 |
Spread abs.: |
0.08 |
Spread %: |
11.76% |
Delta: |
0.29 |
Theta: |
-0.52 |
Omega: |
13.10 |
Rho: |
0.04 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.48% |
1 Month |
|
|
-82.37% |
3 Months |
|
|
-64.25% |
YTD |
|
|
-86.58% |
1 Year |
|
|
-86.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.560 |
1M High / 1M Low: |
4.450 |
0.560 |
6M High / 6M Low: |
4.840 |
0.560 |
High (YTD): |
2024-01-02 |
4.840 |
Low (YTD): |
2024-06-03 |
0.560 |
52W High: |
2023-07-25 |
9.690 |
52W Low: |
2024-06-03 |
0.560 |
Avg. price 1W: |
|
0.664 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.387 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.216 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.595 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
297.10% |
Volatility 6M: |
|
207.63% |
Volatility 1Y: |
|
165.65% |
Volatility 3Y: |
|
- |