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Morgan Stanley Call 50 TRVC 21.06.../  DE000MD9MEN1  /

EUWAX
2024-05-30  6:38:14 PM Chg.- Bid10:02:34 AM Ask10:02:34 AM Underlying Strike price Expiration date Option type
1.13EUR - 1.12
Bid Size: 5,000		 1.14
Ask Size: 5,000		 CITIGROUP INC. DL -,... 50.00 - 2024-06-21 Call
 

Master data

WKN: MD9MEN
Issuer: Morgan Stanley
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2022-10-20
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.02
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.72
Implied volatility: 1.41
Historic volatility: 0.19
Parity: 0.72
Time value: 0.42
Break-even: 61.40
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 2.45
Spread abs.: 0.01
Spread %: 0.89%
Delta: 0.72
Theta: -0.16
Omega: 3.59
Rho: 0.02
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.40%
1 Month  
+2.73%
3 Months  
+76.56%
YTD  
+175.61%
1 Year  
+264.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.29 1.12
1M High / 1M Low: 1.35 1.09
6M High / 6M Low: 1.35 0.18
High (YTD): 2024-05-22 1.35
Low (YTD): 2024-01-18 0.34
52W High: 2024-05-22 1.35
52W Low: 2023-10-25 0.05
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   0.77
Avg. volume 6M:   144
Avg. price 1Y:   0.48
Avg. volume 1Y:   70.31
Volatility 1M:   59.93%
Volatility 6M:   172.20%
Volatility 1Y:   169.93%
Volatility 3Y:   -