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Morgan Stanley Call 42.5 CTP2 21..../  DE000MB788J5  /

Stuttgart
2024-05-15  9:24:23 PM Chg.-0.080 Bid9:30:39 PM Ask9:30:39 PM Underlying Strike price Expiration date Option type
0.260EUR -23.53% 0.270
Bid Size: 25,000		 0.280
Ask Size: 25,000		 COMCAST CORP. A D... 42.50 - 2024-06-21 Call
 

Master data

WKN: MB788J
Issuer: Morgan Stanley
Currency: EUR
Underlying: COMCAST CORP. A DL-,01
Type: Warrant
Option type: Call
Strike price: 42.50 -
Maturity: 2024-06-21
Issue date: 2023-06-09
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 111.25
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -5.79
Time value: 0.33
Break-even: 42.83
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 3.57
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.15
Theta: -0.01
Omega: 16.17
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.241
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -56.67%
3 Months
  -84.34%
YTD
  -88.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.260
1M High / 1M Low: 0.880 0.227
6M High / 6M Low: 3.160 0.227
High (YTD): 2024-01-30 3.160
Low (YTD): 2024-05-07 0.227
52W High: - -
52W Low: - -
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.474
Avg. volume 1M:   0.000
Avg. price 6M:   1.683
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.43%
Volatility 6M:   179.27%
Volatility 1Y:   -
Volatility 3Y:   -