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Morgan Stanley Call 250 3V64 21.0.../  DE000MD7CR38  /

EUWAX
2024-05-28  9:13:58 AM Chg.-0.11 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
2.45EUR -4.30% -
Bid Size: -		 -
Ask Size: -		 VISA INC. CL. A DL -... 250.00 - 2024-06-21 Call
 

Master data

WKN: MD7CR3
Issuer: Morgan Stanley
Currency: EUR
Underlying: VISA INC. CL. A DL -,0001
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2022-08-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.72
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.27
Implied volatility: 0.95
Historic volatility: 0.12
Parity: 0.27
Time value: 2.33
Break-even: 276.00
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 2.82
Spread abs.: 0.04
Spread %: 1.56%
Delta: 0.57
Theta: -0.52
Omega: 5.54
Rho: 0.08
 

Quote data

Open: 2.45
High: 2.45
Low: 2.45
Previous Close: 2.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.19%
1 Month
  -5.04%
3 Months
  -36.69%
YTD  
+8.41%
1 Year  
+64.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.79 2.34
1M High / 1M Low: 3.00 1.99
6M High / 6M Low: 4.14 1.94
High (YTD): 2024-03-21 4.14
Low (YTD): 2024-05-02 1.99
52W High: 2024-03-21 4.14
52W Low: 2023-10-27 1.19
Avg. price 1W:   2.53
Avg. volume 1W:   0.00
Avg. price 1M:   2.59
Avg. volume 1M:   0.00
Avg. price 6M:   2.82
Avg. volume 6M:   0.00
Avg. price 1Y:   2.22
Avg. volume 1Y:   0.00
Volatility 1M:   128.54%
Volatility 6M:   98.55%
Volatility 1Y:   100.18%
Volatility 3Y:   -