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Morgan Stanley Call 60 TRVC 21.06.../  DE000MD9MEQ4  /

EUWAX
2024-05-28  10:43:06 AM Chg.-0.020 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.380EUR -5.00% -
Bid Size: -		 -
Ask Size: -		 CITIGROUP INC. DL -,... 60.00 - 2024-06-21 Call
 

Master data

WKN: MD9MEQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2022-10-20
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.94
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.19
Parity: -0.15
Time value: 0.42
Break-even: 64.20
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 3.07
Spread abs.: 0.02
Spread %: 5.00%
Delta: 0.50
Theta: -0.10
Omega: 6.94
Rho: 0.02
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -2.56%
3 Months  
+206.45%
YTD  
+304.26%
1 Year  
+236.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.400
1M High / 1M Low: 0.460 0.290
6M High / 6M Low: 0.480 0.034
High (YTD): 2024-04-02 0.480
Low (YTD): 2024-01-19 0.065
52W High: 2024-04-02 0.480
52W Low: 2023-10-25 0.018
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   0.134
Avg. volume 1Y:   0.000
Volatility 1M:   117.65%
Volatility 6M:   299.51%
Volatility 1Y:   237.83%
Volatility 3Y:   -