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Morgan Stanley Call 45 EBA 21.06..../  DE000MD9RPH8  /

EUWAX
2024-05-27  8:51:50 PM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.840EUR - -
Bid Size: -		 -
Ask Size: -		 EBAY INC. DL... 45.00 - 2024-06-21 Call
 

Master data

WKN: MD9RPH
Issuer: Morgan Stanley
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-05-28
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.53
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.43
Implied volatility: 1.45
Historic volatility: 0.24
Parity: 0.43
Time value: 0.46
Break-even: 53.90
Moneyness: 1.09
Premium: 0.09
Premium p.a.: 3.79
Spread abs.: 0.05
Spread %: 5.95%
Delta: 0.67
Theta: -0.15
Omega: 3.71
Rho: 0.01
 

Quote data

Open: 0.850
High: 0.860
Low: 0.840
Previous Close: 0.840
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+21.74%
3 Months  
+86.67%
YTD  
+200.00%
1 Year  
+68.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.840
1M High / 1M Low: 0.840 0.450
6M High / 6M Low: 0.840 0.135
High (YTD): 2024-05-27 0.840
Low (YTD): 2024-01-16 0.135
52W High: 2024-05-27 0.840
52W Low: 2024-01-16 0.135
Avg. price 1W:   0.840
Avg. volume 1W:   0.000
Avg. price 1M:   0.613
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   0.417
Avg. volume 1Y:   0.000
Volatility 1M:   150.15%
Volatility 6M:   195.85%
Volatility 1Y:   179.37%
Volatility 3Y:   -