Morgan Stanley Call 34 CAL 21.06.2024
/ DE000MB90VF4
Morgan Stanley Call 34 CAL 21.06..../ DE000MB90VF4 /
| 2024-05-17 8:51:17 PM |
Chg.-0.030 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
-
Bid Size: - |
-
Ask Size: - |
Caleres Inc |
34.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB90VF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.40 |
| Parity: |
0.24 |
| Time value: |
0.16 |
| Break-even: |
35.28 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
5.77 |
| Rho: |
0.02 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.45% |
| 1 Month |
|
|
+15.63% |
| 3 Months |
|
|
-43.94% |
| YTD |
|
|
+48.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.370 |
| 1M High / 1M Low: |
0.590 |
0.320 |
| 6M High / 6M Low: |
0.820 |
0.131 |
| High (YTD): |
2024-03-21 |
0.820 |
| Low (YTD): |
2024-01-16 |
0.131 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.384 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.54% |
| Volatility 6M: |
|
207.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
