Morgan Stanley Call 35 CAL 21.06.2024
/ DE000MB98W26
Morgan Stanley Call 35 CAL 21.06..../ DE000MB98W26 /
| 2024-05-24 3:53:26 PM |
Chg.+0.080 |
Bid6:01:35 PM |
Ask6:01:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+33.33% |
0.320
Bid Size: 20,000 |
0.360
Ask Size: 20,000 |
Caleres Inc |
35.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB98W2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.39 |
| Parity: |
0.11 |
| Time value: |
0.18 |
| Break-even: |
35.27 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.04 |
| Spread %: |
16.00% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
7.09 |
| Rho: |
0.01 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
-15.79% |
| 3 Months |
|
|
-17.95% |
| YTD |
|
|
+39.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.510 |
0.240 |
| 6M High / 6M Low: |
0.740 |
0.108 |
| High (YTD): |
2024-03-21 |
0.740 |
| Low (YTD): |
2024-01-16 |
0.108 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.59% |
| Volatility 6M: |
|
208.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
