Morgan Stanley Call 220 CHV 20.12.../  DE000MB33H98  /

Stuttgart
2024-05-17  4:16:54 PM Chg.+0.001 Bid8:03:34 PM Ask8:03:34 PM Underlying Strike price Expiration date Option type
0.032EUR +3.23% 0.032
Bid Size: 50,000
0.042
Ask Size: 50,000
CHEVRON CORP. D... 220.00 - 2024-12-20 Call
 

Master data

WKN: MB33H9
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-12-20
Issue date: 2023-02-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 361.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -7.18
Time value: 0.04
Break-even: 220.41
Moneyness: 0.67
Premium: 0.49
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 32.26%
Delta: 0.04
Theta: -0.01
Omega: 13.54
Rho: 0.03
 

Quote data

Open: 0.030
High: 0.032
Low: 0.030
Previous Close: 0.031
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.95%
1 Month
  -40.74%
3 Months
  -54.93%
YTD
  -67.01%
1 Year
  -91.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.031
1M High / 1M Low: 0.067 0.031
6M High / 6M Low: 0.119 0.031
High (YTD): 2024-01-04 0.100
Low (YTD): 2024-05-16 0.031
52W High: 2023-10-19 0.470
52W Low: 2024-05-16 0.031
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.067
Avg. volume 6M:   0.000
Avg. price 1Y:   0.194
Avg. volume 1Y:   0.000
Volatility 1M:   171.02%
Volatility 6M:   151.25%
Volatility 1Y:   148.51%
Volatility 3Y:   -