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

EUWAX
2024-05-13  6:24:44 PM Chg.- Bid8:40:12 AM Ask8:40:12 AM Underlying Strike price Expiration date Option type
11.71EUR - 11.73
Bid Size: 750		 11.80
Ask Size: 750		 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: 2.81
Leverage: Yes

Calculated values

Fair value: 9.78
Intrinsic value: 9.05
Implied volatility: 0.63
Historic volatility: 0.25
Parity: 9.05
Time value: 2.73
Break-even: 357.80
Moneyness: 1.38
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 0.26%
Delta: 0.82
Theta: -0.11
Omega: 2.31
Rho: 1.05
 

Quote data

Open: 11.42
High: 11.78
Low: 11.42
Previous Close: 11.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.63%
1 Month
  -7.87%
3 Months  
+37.60%
YTD  
+73.48%
1 Year  
+418.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.71 10.66
1M High / 1M Low: 12.65 9.74
6M High / 6M Low: 13.82 3.34
High (YTD): 2024-04-05 13.82
Low (YTD): 2024-01-17 5.39
52W High: 2024-04-05 13.82
52W Low: 2023-05-31 2.04
Avg. price 1W:   11.22
Avg. volume 1W:   0.00
Avg. price 1M:   11.34
Avg. volume 1M:   0.00
Avg. price 6M:   8.34
Avg. volume 6M:   50.65
Avg. price 1Y:   6.49
Avg. volume 1Y:   29.73
Volatility 1M:   88.05%
Volatility 6M:   88.51%
Volatility 1Y:   92.34%
Volatility 3Y:   -