OverviewChartNewsTraderScreen

Morgan Stanley Call 40 TCOM 20.12.../  DE000MB3F6W0  /

Stuttgart
2024-05-23  3:43:50 PM Chg.-0.19 Bid8:15:32 PM Ask8:15:32 PM Underlying Strike price Expiration date Option type
1.38EUR -12.10% 1.37
Bid Size: 80,000		 1.40
Ask Size: 80,000		 Trip com Group Ltd 40.00 - 2024-12-20 Call
 

Master data

WKN: MB3F6W
Issuer: Morgan Stanley
Currency: EUR
Underlying: Trip com Group Ltd
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-02-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.13
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.03
Implied volatility: 0.71
Historic volatility: 0.33
Parity: 1.03
Time value: 0.58
Break-even: 56.10
Moneyness: 1.26
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 2.55%
Delta: 0.77
Theta: -0.02
Omega: 2.41
Rho: 0.13
 

Quote data

Open: 1.38
High: 1.38
Low: 1.38
Previous Close: 1.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.23%
1 Month  
+5.34%
3 Months  
+28.97%
YTD  
+236.59%
1 Year  
+126.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.80 1.57
1M High / 1M Low: 1.80 1.15
6M High / 6M Low: 1.80 0.33
High (YTD): 2024-05-20 1.80
Low (YTD): 2024-01-22 0.37
52W High: 2024-05-20 1.80
52W Low: 2023-12-08 0.33
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   0.82
Avg. volume 6M:   0.00
Avg. price 1Y:   0.72
Avg. volume 1Y:   0.00
Volatility 1M:   101.30%
Volatility 6M:   127.54%
Volatility 1Y:   122.56%
Volatility 3Y:   -