Morgan Stanley Call 33 CAL 21.06.2024
/ DE000MB8SJQ4
Morgan Stanley Call 33 CAL 21.06..../ DE000MB8SJQ4 /
| 2024-05-09 8:35:17 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Caleres Inc |
33.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB8SJQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-05-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
1.97 |
| Historic volatility: |
0.39 |
| Parity: |
0.04 |
| Time value: |
0.70 |
| Break-even: |
40.40 |
| Moneyness: |
1.01 |
| Premium: |
0.21 |
| Premium p.a.: |
10.74 |
| Spread abs.: |
0.04 |
| Spread %: |
5.71% |
| Delta: |
0.62 |
| Theta: |
-0.13 |
| Omega: |
2.80 |
| Rho: |
0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.670 |
| Low: |
0.660 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+31.37% |
| 3 Months |
|
|
+45.65% |
| YTD |
|
|
+123.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.670 |
0.460 |
| 6M High / 6M Low: |
0.900 |
0.156 |
| High (YTD): |
2024-03-21 |
0.900 |
| Low (YTD): |
2024-01-16 |
0.156 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.542 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.21% |
| Volatility 6M: |
|
186.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
