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Morgan Stanley Call 45 TRVC 21.06.../  DE000MD9MEM3  /

EUWAX
30/05/2024  18:38:10 Chg.+0.02 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
1.59EUR +1.27% -
Bid Size: -		 -
Ask Size: -		 CITIGROUP INC. DL -,... 45.00 - 21/06/2024 Call
 

Master data

WKN: MD9MEM
Issuer: Morgan Stanley
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 21/06/2024
Issue date: 20/10/2022
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.59
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.24
Implied volatility: 1.67
Historic volatility: 0.20
Parity: 1.24
Time value: 0.36
Break-even: 61.00
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 1.73
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.79
Theta: -0.16
Omega: 2.83
Rho: 0.02
 

Quote data

Open: 1.59
High: 1.59
Low: 1.59
Previous Close: 1.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.14%
1 Month  
+1.27%
3 Months  
+54.37%
YTD  
+120.83%
1 Year  
+218.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.75 1.57
1M High / 1M Low: 1.81 1.55
6M High / 6M Low: 1.81 0.38
High (YTD): 21/05/2024 1.81
Low (YTD): 18/01/2024 0.65
52W High: 21/05/2024 1.81
52W Low: 25/10/2023 0.13
Avg. price 1W:   1.68
Avg. volume 1W:   0.00
Avg. price 1M:   1.71
Avg. volume 1M:   7.27
Avg. price 6M:   1.16
Avg. volume 6M:   1.28
Avg. price 1Y:   0.76
Avg. volume 1Y:   .63
Volatility 1M:   44.39%
Volatility 6M:   121.27%
Volatility 1Y:   132.59%
Volatility 3Y:   -