Morgan Stanley Call 320 CAT1 20.12.2024
/ DE000MB0CSN3
Morgan Stanley Call 320 CAT1 20.1.../ DE000MB0CSN3 /
| 2024-04-19 8:22:36 PM |
Chg.-0.14 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.70EUR |
-2.40% |
-
Bid Size: - |
-
Ask Size: - |
CATERPILLAR INC. ... |
320.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB0CSN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CATERPILLAR INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2022-11-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
1.63 |
| Time value: |
4.32 |
| Break-even: |
379.50 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
0.51% |
| Delta: |
0.65 |
| Theta: |
-0.11 |
| Omega: |
3.68 |
| Rho: |
1.07 |
Quote data
| Open: |
5.78 |
| High: |
5.89 |
| Low: |
5.70 |
| Previous Close: |
5.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
+4.20% |
| 3 Months |
|
|
+229.48% |
| YTD |
|
|
+142.55% |
| 1 Year |
|
|
+526.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.46 |
5.84 |
| 1M High / 1M Low: |
7.46 |
5.47 |
| 6M High / 6M Low: |
7.46 |
0.65 |
| High (YTD): |
2024-04-05 |
7.46 |
| Low (YTD): |
2024-01-17 |
1.52 |
| 52W High: |
2024-04-05 |
7.46 |
| 52W Low: |
2023-04-28 |
0.45 |
| Avg. price 1W: |
|
6.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.20 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
80.52% |
| Volatility 6M: |
|
175.61% |
| Volatility 1Y: |
|
168.85% |
| Volatility 3Y: |
|
- |
