Morgan Stanley Call 40 CTP2 21.06.2024
/ DE000MB788H9
Morgan Stanley Call 40 CTP2 21.06.../ DE000MB788H9 /
| 2024-05-15 9:24:23 PM |
Chg.-0.27 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.73EUR |
-27.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
36.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.20 |
| Parity: |
-3.29 |
| Time value: |
1.01 |
| Break-even: |
41.01 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
1.98 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
11.41 |
| Rho: |
0.01 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
0.71 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.73% |
| 1 Month |
|
|
-42.52% |
| 3 Months |
|
|
-70.20% |
| YTD |
|
|
-74.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.59 |
| 1M High / 1M Low: |
1.93 |
0.59 |
| 6M High / 6M Low: |
3.72 |
0.59 |
| High (YTD): |
2024-01-30 |
3.72 |
| Low (YTD): |
2024-05-08 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.19% |
| Volatility 6M: |
|
148.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
