Morgan Stanley Call 40 CTP2 21.06.2024
/ DE000MB788H9
Morgan Stanley Call 40 CTP2 21.06.../ DE000MB788H9 /
| 2024-05-21 11:13:48 AM |
Chg.- |
Bid9:44:13 AM |
Ask9:44:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
- |
0.620
Bid Size: 500 |
0.710
Ask Size: 500 |
COMCAST CORP. A D... |
40.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB788H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
COMCAST CORP. A DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
55.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.20 |
| Parity: |
-3.88 |
| Time value: |
0.65 |
| Break-even: |
40.65 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
3.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
13.68 |
| Rho: |
0.01 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.70% |
| 1 Month |
|
|
-64.41% |
| 3 Months |
|
|
-73.31% |
| YTD |
|
|
-78.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.630 |
| 1M High / 1M Low: |
1.930 |
0.590 |
| 6M High / 6M Low: |
3.720 |
0.590 |
| High (YTD): |
2024-01-30 |
3.720 |
| Low (YTD): |
2024-05-08 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.315 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.85% |
| Volatility 6M: |
|
153.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
