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Morgan Stanley Call 240 CAT1 17.0.../  DE000MB0CSB8  /

EUWAX
2024-06-07  8:49:40 PM Chg.+0.33 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
9.29EUR +3.68% -
Bid Size: -		 -
Ask Size: -		 CATERPILLAR INC. ... 240.00 - 2025-01-17 Call
 

Master data

WKN: MB0CSB
Issuer: Morgan Stanley
Currency: EUR
Underlying: CATERPILLAR INC. DL 1
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2025-01-17
Issue date: 2022-11-09
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.33
Leverage: Yes

Calculated values

Fair value: 7.16
Intrinsic value: 6.45
Implied volatility: 0.59
Historic volatility: 0.24
Parity: 6.45
Time value: 2.69
Break-even: 331.40
Moneyness: 1.27
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 0.33%
Delta: 0.79
Theta: -0.11
Omega: 2.62
Rho: 0.91
 

Quote data

Open: 8.97
High: 9.29
Low: 8.97
Previous Close: 8.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.26%
1 Month
  -12.85%
3 Months
  -9.10%
YTD  
+37.63%
1 Year  
+172.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.29 8.96
1M High / 1M Low: 12.26 8.96
6M High / 6M Low: 13.82 4.21
High (YTD): 2024-04-05 13.82
Low (YTD): 2024-01-17 5.39
52W High: 2024-04-05 13.82
52W Low: 2023-10-31 2.77
Avg. price 1W:   9.12
Avg. volume 1W:   0.00
Avg. price 1M:   10.74
Avg. volume 1M:   0.00
Avg. price 6M:   9.36
Avg. volume 6M:   50.24
Avg. price 1Y:   7.09
Avg. volume 1Y:   29.61
Volatility 1M:   62.61%
Volatility 6M:   86.98%
Volatility 1Y:   88.46%
Volatility 3Y:   -