Morgan Stanley Call 710 LLY 21.06.2024
/ DE000MB9VUH2
Morgan Stanley Call 710 LLY 21.06.../ DE000MB9VUH2 /
| 2024-06-05 8:48:37 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
710.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB9VUH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
710.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-06-06 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.27 |
| Parity: |
0.77 |
| Time value: |
0.39 |
| Break-even: |
826.00 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
2.90 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
0.71 |
| Theta: |
-2.49 |
| Omega: |
4.83 |
| Rho: |
0.16 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.06 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.00% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
+39.29% |
| YTD |
|
|
+735.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.14 |
| 1M High / 1M Low: |
1.17 |
0.56 |
| 6M High / 6M Low: |
1.17 |
0.13 |
| High (YTD): |
2024-06-05 |
1.17 |
| Low (YTD): |
2024-01-02 |
0.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.02% |
| Volatility 6M: |
|
219.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
