Morgan Stanley Call 200 CDNS 15.12.2023
/ DE000MD2UZN4
Morgan Stanley Call 200 CDNS 15.1.../ DE000MD2UZN4 /
6/2/2023 5:41:34 PM |
Chg.-0.08 |
Bid6:23:36 PM |
Ask6:23:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.35EUR |
-1.81% |
4.29 Bid Size: 25,000 |
4.45 Ask Size: 25,000 |
Cadence Design Syste... |
200.00 USD |
12/15/2023 |
Call |
Master data
WKN: |
MD2UZN |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Cadence Design Systems |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
12/15/2023 |
Issue date: |
3/21/2022 |
Last trading day: |
12/15/2023 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.93 |
Intrinsic value: |
3.01 |
Implied volatility: |
0.43 |
Historic volatility: |
0.31 |
Parity: |
3.01 |
Time value: |
1.48 |
Break-even: |
230.77 |
Moneyness: |
1.16 |
Premium: |
0.07 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.12 |
Spread %: |
2.75% |
Delta: |
0.75 |
Theta: |
-0.06 |
Omega: |
3.63 |
Rho: |
0.63 |
Quote data
Open: |
4.45 |
High: |
4.45 |
Low: |
4.35 |
Previous Close: |
4.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.82% |
1 Month |
|
|
+61.11% |
3 Months |
|
|
+93.33% |
YTD |
|
|
+299.08% |
1 Year |
|
|
+137.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.44 |
4.09 |
1M High / 1M Low: |
4.44 |
2.01 |
6M High / 6M Low: |
4.44 |
0.95 |
High (YTD): |
5/30/2023 |
4.44 |
Low (YTD): |
1/5/2023 |
0.95 |
52W High: |
5/30/2023 |
4.44 |
52W Low: |
11/4/2022 |
0.69 |
Avg. price 1W: |
|
4.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.24 |
Avg. volume 6M: |
|
46.03 |
Avg. price 1Y: |
|
2.02 |
Avg. volume 1Y: |
|
37.16 |
Volatility 1M: |
|
261.33% |
Volatility 6M: |
|
155.09% |
Volatility 1Y: |
|
151.68% |
Volatility 3Y: |
|
- |