Morgan Stanley Call 235 3V64 21.06.2024
/ DE000MB79DC2
Morgan Stanley Call 235 3V64 21.0.../ DE000MB79DC2 /
| 2024-05-28 10:15:41 AM |
Chg.-0.03 |
Bid4:40:42 PM |
Ask4:40:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
-1.32% |
2.24
Bid Size: 50,000 |
2.25
Ask Size: 50,000 |
VISA INC. CL. A DL -... |
235.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB79DC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.12 |
| Parity: |
1.77 |
| Time value: |
0.53 |
| Break-even: |
258.00 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
1.32% |
| Delta: |
0.75 |
| Theta: |
-0.22 |
| Omega: |
8.29 |
| Rho: |
0.11 |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.25 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.88% |
| 1 Month |
|
|
+3.69% |
| 3 Months |
|
|
+6.13% |
| YTD |
|
|
+35.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.26 |
| 1M High / 1M Low: |
2.28 |
2.09 |
| 6M High / 6M Low: |
2.28 |
1.52 |
| High (YTD): |
2024-05-27 |
2.28 |
| Low (YTD): |
2024-01-03 |
1.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
60 |
| Avg. price 6M: |
|
1.98 |
| Avg. volume 6M: |
|
19.35 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
18.66% |
| Volatility 6M: |
|
25.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
