Morgan Stanley Call 400 M4I 21.06.2024
/ DE000MB7GUP0
Morgan Stanley Call 400 M4I 21.06.../ DE000MB7GUP0 /
2024-05-31 6:07:45 PM |
Chg.- |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.61EUR |
- |
- Bid Size: - |
- Ask Size: - |
MASTERCARD INC.A DL-... |
400.00 - |
2024-06-21 |
Call |
Master data
WKN: |
MB7GUP |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MASTERCARD INC.A DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-14 |
Last trading day: |
2024-06-03 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
10.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.79 |
Intrinsic value: |
1.73 |
Implied volatility: |
1.08 |
Historic volatility: |
0.14 |
Parity: |
1.73 |
Time value: |
2.28 |
Break-even: |
440.10 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
4.85 |
Spread abs.: |
0.02 |
Spread %: |
0.50% |
Delta: |
0.63 |
Theta: |
-1.36 |
Omega: |
6.53 |
Rho: |
0.07 |
Quote data
Open: |
3.71 |
High: |
3.71 |
Low: |
3.61 |
Previous Close: |
3.85 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-14.66% |
3 Months |
|
|
-7.91% |
YTD |
|
|
+31.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
4.38 |
3.61 |
6M High / 6M Low: |
4.38 |
2.49 |
High (YTD): |
2024-05-21 |
4.38 |
Low (YTD): |
2024-01-08 |
2.49 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.68 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.22% |
Volatility 6M: |
|
46.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |