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Morgan Stanley Call 122.5 E3X1 20.../  DE000MB4D0C6  /

Stuttgart
6/3/2024  3:24:01 PM Chg.+0.070 Bid5:14:55 PM Ask5:14:55 PM Underlying Strike price Expiration date Option type
0.900EUR +8.43% 0.890
Bid Size: 40,000		 0.910
Ask Size: 40,000		 EXPEDIA GRP INC. DL-... 122.50 - 12/20/2024 Call
 

Master data

WKN: MB4D0C
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 122.50 -
Maturity: 12/20/2024
Issue date: 3/14/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.30
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.40
Parity: -1.85
Time value: 0.92
Break-even: 131.70
Moneyness: 0.85
Premium: 0.27
Premium p.a.: 0.54
Spread abs.: 0.03
Spread %: 3.37%
Delta: 0.41
Theta: -0.04
Omega: 4.67
Rho: 0.19
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -26.83%
3 Months
  -68.09%
YTD
  -78.52%
1 Year
  -41.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.750
1M High / 1M Low: 1.230 0.750
6M High / 6M Low: 4.730 0.750
High (YTD): 2/8/2024 4.730
Low (YTD): 5/30/2024 0.750
52W High: 2/8/2024 4.730
52W Low: 5/30/2024 0.750
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.930
Avg. volume 1M:   0.000
Avg. price 6M:   2.788
Avg. volume 6M:   0.000
Avg. price 1Y:   2.253
Avg. volume 1Y:   0.000
Volatility 1M:   89.83%
Volatility 6M:   122.26%
Volatility 1Y:   141.41%
Volatility 3Y:   -