Morgan Stanley Call 200 CDNS 21.06.2024
/ DE000MD9MF20
Morgan Stanley Call 200 CDNS 21.0.../ DE000MD9MF20 /
2024-04-17 9:14:23 PM |
Chg.-0.67 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.13EUR |
-6.84% |
- Bid Size: - |
- Ask Size: - |
Cadence Design Syste... |
200.00 - |
2024-06-21 |
Call |
Master data
WKN: |
MD9MF2 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-20 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.46 |
Intrinsic value: |
8.32 |
Implied volatility: |
1.08 |
Historic volatility: |
0.26 |
Parity: |
8.32 |
Time value: |
1.48 |
Break-even: |
298.00 |
Moneyness: |
1.42 |
Premium: |
0.05 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.04 |
Spread %: |
0.41% |
Delta: |
0.84 |
Theta: |
-0.25 |
Omega: |
2.43 |
Rho: |
0.25 |
Quote data
Open: |
9.76 |
High: |
9.77 |
Low: |
9.13 |
Previous Close: |
9.80 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.88% |
1 Month |
|
|
-4.50% |
3 Months |
|
|
+23.05% |
YTD |
|
|
+23.71% |
1 Year |
|
|
+110.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
10.55 |
9.70 |
1M High / 1M Low: |
11.85 |
9.70 |
6M High / 6M Low: |
11.85 |
4.64 |
High (YTD): |
2024-03-21 |
11.85 |
Low (YTD): |
2024-01-05 |
5.81 |
52W High: |
2024-03-21 |
11.85 |
52W Low: |
2023-05-15 |
2.73 |
Avg. price 1W: |
|
10.04 |
Avg. volume 1W: |
|
10.80 |
Avg. price 1M: |
|
10.60 |
Avg. volume 1M: |
|
2.70 |
Avg. price 6M: |
|
8.31 |
Avg. volume 6M: |
|
1.96 |
Avg. price 1Y: |
|
6.47 |
Avg. volume 1Y: |
|
16.59 |
Volatility 1M: |
|
71.00% |
Volatility 6M: |
|
82.01% |
Volatility 1Y: |
|
94.86% |
Volatility 3Y: |
|
- |