Morgan Stanley Call 820 LLY 21.06.2024
/ DE000MB9VUN0
Morgan Stanley Call 820 LLY 21.06.../ DE000MB9VUN0 /
| 31/05/2024 20:47:22 |
Chg.-0.001 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.186EUR |
-0.53% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
820.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB9VUN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.27 |
| Parity: |
-0.64 |
| Time value: |
0.23 |
| Break-even: |
842.60 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
6.21 |
| Spread abs.: |
0.01 |
| Spread %: |
3.67% |
| Delta: |
0.33 |
| Theta: |
-1.05 |
| Omega: |
10.94 |
| Rho: |
0.12 |
Quote data
| Open: |
0.207 |
| High: |
0.230 |
| Low: |
0.186 |
| Previous Close: |
0.187 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.49% |
| 1 Month |
|
|
+1.09% |
| 3 Months |
|
|
-51.05% |
| YTD |
|
|
+257.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.188 |
0.175 |
| 1M High / 1M Low: |
0.188 |
0.066 |
| 6M High / 6M Low: |
0.480 |
0.048 |
| High (YTD): |
04/03/2024 |
0.480 |
| Low (YTD): |
25/01/2024 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.129 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.175 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
431.97% |
| Volatility 6M: |
|
324.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
