Morgan Stanley Call 105 MDT 20.12.2024
/ DE000MB8SL21
Morgan Stanley Call 105 MDT 20.12.../ DE000MB8SL21 /
| 2024-05-21 12:23:18 PM |
Chg.-0.004 |
Bid12:35:34 PM |
Ask12:35:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-5.71% |
0.066
Bid Size: 3,750 |
0.077
Ask Size: 3,750 |
Medtronic PLC |
105.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MB8SL2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
109.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-1.89 |
| Time value: |
0.07 |
| Break-even: |
97.39 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.00 |
| Spread %: |
4.41% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
13.63 |
| Rho: |
0.05 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.066 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
+29.41% |
| 3 Months |
|
|
-48.44% |
| YTD |
|
|
-46.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.065 |
| 1M High / 1M Low: |
0.079 |
0.051 |
| 6M High / 6M Low: |
0.205 |
0.045 |
| High (YTD): |
2024-01-10 |
0.205 |
| Low (YTD): |
2024-04-17 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.111 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.50% |
| Volatility 6M: |
|
146.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
