Morgan Stanley Call 400 M4I 21.06.2024
/ DE000MB7GUP0
Morgan Stanley Call 400 M4I 21.06.../ DE000MB7GUP0 /
| 2024-05-28 10:26:07 AM |
Chg.- |
Bid9:06:20 AM |
Ask9:06:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
- |
3.81
Bid Size: 1,000 |
3.89
Ask Size: 1,000 |
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: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.14 |
| Parity: |
1.54 |
| Time value: |
2.65 |
| Break-even: |
441.90 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.04 |
| Spread %: |
0.96% |
| Delta: |
0.62 |
| Theta: |
-0.70 |
| Omega: |
6.12 |
| Rho: |
0.14 |
Quote data
| Open: |
4.16 |
| High: |
4.16 |
| Low: |
4.16 |
| Previous Close: |
4.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.37% |
| 1 Month |
|
|
+5.05% |
| 3 Months |
|
|
+2.97% |
| YTD |
|
|
+51.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.35 |
4.14 |
| 1M High / 1M Low: |
4.38 |
3.56 |
| 6M High / 6M Low: |
4.38 |
2.23 |
| High (YTD): |
2024-05-21 |
4.38 |
| Low (YTD): |
2024-01-08 |
2.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.65% |
| Volatility 6M: |
|
47.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
