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Morgan Stanley Call 55 TRVC 21.06.../  DE000MD9MEP6  /

EUWAX
2024-05-20  6:21:32 PM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.850EUR - -
Bid Size: -		 -
Ask Size: -		 CITIGROUP INC. DL -,... 55.00 - 2024-06-21 Call
 

Master data

WKN: MD9MEP
Issuer: Morgan Stanley
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2022-10-20
Last trading day: 2024-05-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.32
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.35
Implied volatility: 1.04
Historic volatility: 0.19
Parity: 0.35
Time value: 0.45
Break-even: 63.00
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 2.06
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.65
Theta: -0.12
Omega: 4.73
Rho: 0.02
 

Quote data

Open: 0.890
High: 0.890
Low: 0.850
Previous Close: 0.890
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+10.39%
3 Months  
+183.33%
YTD  
+325.00%
1 Year  
+345.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.890 0.650
6M High / 6M Low: 0.890 0.068
High (YTD): 2024-05-17 0.890
Low (YTD): 2024-01-18 0.153
52W High: 2024-05-17 0.890
52W Low: 2023-10-25 0.029
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.789
Avg. volume 1M:   0.000
Avg. price 6M:   0.416
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   74.12%
Volatility 6M:   242.15%
Volatility 1Y:   206.40%
Volatility 3Y:   -