Morgan Stanley Call 330 CAT1 21.06.2024
/ DE000MB2EV05
Morgan Stanley Call 330 CAT1 21.0.../ DE000MB2EV05 /
| 2024-05-03 6:45:35 PM |
Chg.+0.23 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+16.20% |
-
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: |
20.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
-1.74 |
| Time value: |
1.55 |
| Break-even: |
345.50 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.97% |
| Delta: |
0.42 |
| Theta: |
-0.23 |
| Omega: |
8.57 |
| Rho: |
0.16 |
Quote data
| Open: |
1.55 |
| High: |
1.65 |
| Low: |
1.46 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.34% |
| 1 Month |
|
|
-63.09% |
| 3 Months |
|
|
+11.49% |
| YTD |
|
|
+75.53% |
| 1 Year |
|
|
+468.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
1.42 |
| 1M High / 1M Low: |
5.26 |
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: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.16 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
245.42% |
| Volatility 6M: |
|
246.52% |
| Volatility 1Y: |
|
268.17% |
| Volatility 3Y: |
|
- |
