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

EUWAX
2024-05-28  10:43:06 AM Chg.-0.01 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.73EUR -0.57% -
Bid Size: -		 -
Ask Size: -		 CITIGROUP INC. DL -,... 45.00 - 2024-06-21 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: 2024-06-21
Issue date: 2022-10-20
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.31
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.35
Implied volatility: 1.79
Historic volatility: 0.19
Parity: 1.35
Time value: 0.42
Break-even: 62.70
Moneyness: 1.30
Premium: 0.07
Premium p.a.: 1.84
Spread abs.: 0.02
Spread %: 1.14%
Delta: 0.79
Theta: -0.16
Omega: 2.61
Rho: 0.02
 

Quote data

Open: 1.73
High: 1.73
Low: 1.73
Previous Close: 1.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.89%
1 Month  
+6.14%
3 Months  
+67.96%
YTD  
+140.28%
1 Year  
+232.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.80 1.73
1M High / 1M Low: 1.81 1.55
6M High / 6M Low: 1.81 0.37
High (YTD): 2024-05-21 1.81
Low (YTD): 2024-01-18 0.65
52W High: 2024-05-21 1.81
52W Low: 2023-10-25 0.13
Avg. price 1W:   1.75
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   7.62
Avg. price 6M:   1.15
Avg. volume 6M:   1.29
Avg. price 1Y:   0.75
Avg. volume 1Y:   .63
Volatility 1M:   33.53%
Volatility 6M:   120.82%
Volatility 1Y:   132.38%
Volatility 3Y:   -