Morgan Stanley Call 290 CAT1 20.12.2024
/ DE000MB17EU2
Morgan Stanley Call 290 CAT1 20.1.../ DE000MB17EU2 /
| 2024-05-06 8:44:36 PM |
Chg.- |
Bid9:46:04 AM |
Ask9:46:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.35EUR |
- |
6.36
Bid Size: 2,000 |
6.42
Ask Size: 2,000 |
CATERPILLAR INC. ... |
290.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB17EU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CATERPILLAR INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2022-12-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.48 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
2.76 |
| Time value: |
3.63 |
| Break-even: |
353.90 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
0.47% |
| Delta: |
0.69 |
| Theta: |
-0.11 |
| Omega: |
3.43 |
| Rho: |
0.96 |
Quote data
| Open: |
6.08 |
| High: |
6.35 |
| Low: |
6.08 |
| Previous Close: |
6.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.83% |
| 1 Month |
|
|
-34.13% |
| 3 Months |
|
|
+14.83% |
| YTD |
|
|
+73.50% |
| 1 Year |
|
|
+466.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.35 |
5.92 |
| 1M High / 1M Low: |
9.22 |
5.92 |
| 6M High / 6M Low: |
9.64 |
1.15 |
| High (YTD): |
2024-04-05 |
9.64 |
| Low (YTD): |
2024-01-18 |
2.60 |
| 52W High: |
2024-04-05 |
9.64 |
| 52W Low: |
2023-06-01 |
0.84 |
| Avg. price 1W: |
|
6.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.55 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
106.27% |
| Volatility 6M: |
|
121.91% |
| Volatility 1Y: |
|
137.50% |
| Volatility 3Y: |
|
- |
