Morgan Stanley Call 3800 GVDBF 21.06.2024
/ DE000MD8TAJ4
Morgan Stanley Call 3800 GVDBF 21.../ DE000MD8TAJ4 /
| 2024-05-02 11:53:07 AM |
Chg.+0.19 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
+8.33% |
-
Bid Size: - |
-
Ask Size: - |
Givaudan SA |
3,800.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MD8TAJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Givaudan SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,800.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.23 |
| Parity: |
1.95 |
| Time value: |
0.34 |
| Break-even: |
4,029.00 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
2.23% |
| Delta: |
0.87 |
| Theta: |
-0.78 |
| Omega: |
15.13 |
| Rho: |
4.43 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.42% |
| 1 Month |
|
|
-23.29% |
| 3 Months |
|
|
+160.00% |
| YTD |
|
|
+204.94% |
| 1 Year |
|
|
+152.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.14 |
| 1M High / 1M Low: |
3.22 |
1.98 |
| 6M High / 6M Low: |
3.64 |
0.28 |
| High (YTD): |
2024-03-20 |
3.64 |
| Low (YTD): |
2024-01-24 |
0.38 |
| 52W High: |
2024-03-20 |
3.64 |
| 52W Low: |
2023-09-19 |
0.16 |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
161.57% |
| Volatility 6M: |
|
273.29% |
| Volatility 1Y: |
|
222.55% |
| Volatility 3Y: |
|
- |
