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Morgan Stanley Call 240 STZ 21.06.../  DE000MB35DS0  /

Stuttgart
2024-05-31  4:37:40 PM Chg.+0.170 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.750EUR +29.31% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 240.00 - 2024-06-21 Call
 

Master data

WKN: MB35DS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-06-21
Issue date: 2023-02-02
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.55
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.16
Parity: -0.93
Time value: 1.18
Break-even: 251.80
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 3.96
Spread abs.: 0.03
Spread %: 2.61%
Delta: 0.45
Theta: -0.39
Omega: 8.70
Rho: 0.05
 

Quote data

Open: 0.840
High: 0.840
Low: 0.750
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.91%
1 Month
  -54.27%
3 Months
  -53.13%
YTD
  -55.09%
1 Year
  -73.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.580
1M High / 1M Low: 2.250 0.580
6M High / 6M Low: 3.300 0.580
High (YTD): 2024-03-28 3.300
Low (YTD): 2024-05-30 0.580
52W High: 2023-08-08 4.470
52W Low: 2024-05-30 0.580
Avg. price 1W:   0.848
Avg. volume 1W:   0.000
Avg. price 1M:   1.429
Avg. volume 1M:   0.000
Avg. price 6M:   1.928
Avg. volume 6M:   0.000
Avg. price 1Y:   2.406
Avg. volume 1Y:   0.000
Volatility 1M:   274.64%
Volatility 6M:   169.97%
Volatility 1Y:   139.91%
Volatility 3Y:   -