Morgan Stanley Call 40 PHM7 21.06.2024
/ DE000MB78CK9
Morgan Stanley Call 40 PHM7 21.06.../ DE000MB78CK9 /
| 2024-05-15 5:42:20 PM |
Chg.+0.14 |
Bid9:14:39 PM |
Ask9:14:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.13EUR |
+3.51% |
4.17
Bid Size: 20,000 |
4.18
Ask Size: 20,000 |
ALTRIA GRP INC. DL... |
40.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB78CK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ALTRIA GRP INC. DL-,333 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.17 |
| Parity: |
2.08 |
| Time value: |
1.98 |
| Break-even: |
44.06 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
6.80 |
| Rho: |
0.02 |
Quote data
| Open: |
4.06 |
| High: |
4.13 |
| Low: |
4.06 |
| Previous Close: |
3.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.91% |
| 1 Month |
|
|
+210.53% |
| 3 Months |
|
|
+348.91% |
| YTD |
|
|
+247.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.99 |
3.28 |
| 1M High / 1M Low: |
3.99 |
1.33 |
| 6M High / 6M Low: |
3.99 |
0.66 |
| High (YTD): |
2024-05-14 |
3.99 |
| Low (YTD): |
2024-03-04 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
10.69 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.89% |
| Volatility 6M: |
|
194.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
