Morgan Stanley Call 300 CAT1 21.06.2024
/ DE000MB02774
Morgan Stanley Call 300 CAT1 21.0.../ DE000MB02774 /
| 2024-05-03 8:35:07 PM |
Chg.+0.26 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.83EUR |
+7.28% |
-
Bid Size: - |
-
Ask Size: - |
CATERPILLAR INC. ... |
300.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB0277 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CATERPILLAR INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-02 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.25 |
| Parity: |
1.26 |
| Time value: |
2.45 |
| Break-even: |
337.10 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
0.62 |
| Theta: |
-0.31 |
| Omega: |
5.25 |
| Rho: |
0.21 |
Quote data
| Open: |
3.65 |
| High: |
4.15 |
| Low: |
3.65 |
| Previous Close: |
3.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.08% |
| 1 Month |
|
|
-45.60% |
| 3 Months |
|
|
+21.59% |
| YTD |
|
|
+92.46% |
| 1 Year |
|
|
+666.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.07 |
3.57 |
| 1M High / 1M Low: |
7.70 |
3.57 |
| 6M High / 6M Low: |
7.70 |
0.38 |
| High (YTD): |
2024-04-05 |
7.70 |
| Low (YTD): |
2024-01-17 |
1.10 |
| 52W High: |
2024-04-05 |
7.70 |
| 52W Low: |
2023-05-31 |
0.31 |
| Avg. price 1W: |
|
4.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.15 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
156.36% |
| Volatility 6M: |
|
197.65% |
| Volatility 1Y: |
|
208.84% |
| Volatility 3Y: |
|
- |
