OverviewChartNewsTraderScreen

Morgan Stanley Call 140 TGR 20.09.../  DE000MB4BHM2  /

Stuttgart
2024-05-02  10:45:39 AM Chg.-0.410 Bid4:18:20 PM Ask4:18:20 PM Underlying Strike price Expiration date Option type
0.440EUR -48.24% 0.470
Bid Size: 25,000		 0.480
Ask Size: 25,000		 YUM BRANDS 140.00 - 2024-09-20 Call
 

Master data

WKN: MB4BHM
Issuer: Morgan Stanley
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-09-20
Issue date: 2023-03-13
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.03
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.15
Parity: -1.37
Time value: 0.84
Break-even: 148.40
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.41
Theta: -0.05
Omega: 6.22
Rho: 0.17
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.68%
1 Month
  -44.30%
3 Months  
+12.82%
YTD
  -25.42%
1 Year
  -77.20%
3 Years     -
5 Years     -
1W High / 1W Low: 0.900 0.810
1M High / 1M Low: 0.900 0.540
6M High / 6M Low: 0.910 0.350
High (YTD): 2024-03-07 0.910
Low (YTD): 2024-02-05 0.350
52W High: 2023-05-02 1.930
52W Low: 2024-02-05 0.350
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   0.719
Avg. volume 1M:   0.000
Avg. price 6M:   0.606
Avg. volume 6M:   0.000
Avg. price 1Y:   0.848
Avg. volume 1Y:   0.000
Volatility 1M:   130.17%
Volatility 6M:   130.33%
Volatility 1Y:   117.11%
Volatility 3Y:   -