Morgan Stanley Call 57.5 C 21.06.2024
/ DE000MB8R4U0
Morgan Stanley Call 57.5 C 21.06..../ DE000MB8R4U0 /
| 2024-05-31 11:53:38 AM |
Chg.0.000 |
Bid2:30:48 PM |
Ask2:30:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
0.00% |
0.460
Bid Size: 5,000 |
0.480
Ask Size: 5,000 |
Citigroup Inc |
57.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB8R4U |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Citigroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
0.41 |
| Time value: |
0.06 |
| Break-even: |
57.79 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
10.01 |
| Rho: |
0.02 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-4.26% |
| 3 Months |
|
|
+138.10% |
| YTD |
|
|
+230.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.430 |
| 1M High / 1M Low: |
0.680 |
0.430 |
| 6M High / 6M Low: |
0.680 |
0.057 |
| High (YTD): |
2024-05-16 |
0.680 |
| Low (YTD): |
2024-01-18 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.316 |
| Avg. volume 6M: |
|
20 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.23% |
| Volatility 6M: |
|
271.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
