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Morgan Stanley Call 150 TGR 20.09.../  DE000MB4BHP5  /

Stuttgart
2024-05-02  10:45:39 AM Chg.-0.226 Bid4:02:41 PM Ask4:02:41 PM Underlying Strike price Expiration date Option type
0.164EUR -57.95% 0.163
Bid Size: 25,000		 0.178
Ask Size: 25,000		 YUM BRANDS 150.00 - 2024-09-20 Call
 

Master data

WKN: MB4BHP
Issuer: Morgan Stanley
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-09-20
Issue date: 2023-03-13
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.38
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.15
Parity: -2.37
Time value: 0.39
Break-even: 153.90
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.26
Theta: -0.03
Omega: 8.56
Rho: 0.11
 

Quote data

Open: 0.164
High: 0.164
Low: 0.164
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.68%
1 Month
  -55.68%
3 Months
  -11.35%
YTD
  -47.10%
1 Year
  -88.61%
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.370
1M High / 1M Low: 0.420 0.231
6M High / 6M Low: 0.460 0.167
High (YTD): 2024-03-07 0.460
Low (YTD): 2024-02-05 0.167
52W High: 2023-05-02 1.440
52W Low: 2024-02-05 0.167
Avg. price 1W:   0.395
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   0.306
Avg. volume 6M:   0.000
Avg. price 1Y:   0.516
Avg. volume 1Y:   0.000
Volatility 1M:   154.56%
Volatility 6M:   149.47%
Volatility 1Y:   130.69%
Volatility 3Y:   -