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Morgan Stanley Call 330 CAT1 21.0.../  DE000MB2EV05  /

Stuttgart
2024-05-17  6:54:22 PM Chg.+0.17 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.60EUR +7.00% -
Bid Size: -		 -
Ask Size: -		 CATERPILLAR INC. ... 330.00 - 2024-06-21 Call
 

Master data

WKN: MB2EV0
Issuer: Morgan Stanley
Currency: EUR
Underlying: CATERPILLAR INC. DL 1
Type: Warrant
Option type: Call
Strike price: 330.00 -
Maturity: 2024-06-21
Issue date: 2023-01-16
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.62
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.25
Parity: -0.73
Time value: 2.37
Break-even: 353.70
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 1.60
Spread abs.: 0.03
Spread %: 1.28%
Delta: 0.50
Theta: -0.39
Omega: 6.87
Rho: 0.13
 

Quote data

Open: 2.34
High: 2.60
Low: 2.34
Previous Close: 2.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.99%
1 Month
  -24.64%
3 Months  
+45.25%
YTD  
+176.60%
1 Year  
+1081.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.11 2.43
1M High / 1M Low: 3.90 1.42
6M High / 6M Low: 5.26 0.17
High (YTD): 2024-04-04 5.26
Low (YTD): 2024-01-18 0.42
52W High: 2024-04-04 5.26
52W Low: 2023-05-29 0.16
Avg. price 1W:   2.83
Avg. volume 1W:   0.00
Avg. price 1M:   2.79
Avg. volume 1M:   0.00
Avg. price 6M:   1.86
Avg. volume 6M:   0.00
Avg. price 1Y:   1.24
Avg. volume 1Y:   0.00
Volatility 1M:   289.72%
Volatility 6M:   250.07%
Volatility 1Y:   271.18%
Volatility 3Y:   -