Morgan Stanley Call 420 MUV2 21.06.2024
/ DE000MB0GNH7
Morgan Stanley Call 420 MUV2 21.0.../ DE000MB0GNH7 /
2024-04-26 8:59:14 PM |
Chg.+0.04 |
Bid9:41:59 PM |
Ask9:41:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.18EUR |
+3.51% |
1.16 Bid Size: 2,000 |
1.18 Ask Size: 2,000 |
MUENCH.RUECKVERS.VNA... |
420.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
MB0GNH |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-11 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
36.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.13 |
Historic volatility: |
0.17 |
Parity: |
0.32 |
Time value: |
0.84 |
Break-even: |
431.60 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
3.57% |
Delta: |
0.62 |
Theta: |
-0.10 |
Omega: |
22.45 |
Rho: |
0.38 |
Quote data
Open: |
1.05 |
High: |
1.18 |
Low: |
1.05 |
Previous Close: |
1.14 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+38.82% |
1 Month |
|
|
-59.45% |
3 Months |
|
|
+53.25% |
YTD |
|
|
+145.83% |
1 Year |
|
|
+93.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.89 |
0.85 |
1M High / 1M Low: |
3.58 |
0.68 |
6M High / 6M Low: |
3.67 |
0.34 |
High (YTD): |
2024-03-19 |
3.67 |
Low (YTD): |
2024-01-11 |
0.34 |
52W High: |
2024-03-19 |
3.67 |
52W Low: |
2024-01-11 |
0.34 |
Avg. price 1W: |
|
1.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.68 |
Avg. volume 1M: |
|
314.29 |
Avg. price 6M: |
|
1.28 |
Avg. volume 6M: |
|
861.90 |
Avg. price 1Y: |
|
0.97 |
Avg. volume 1Y: |
|
494.53 |
Volatility 1M: |
|
409.46% |
Volatility 6M: |
|
250.01% |
Volatility 1Y: |
|
195.69% |
Volatility 3Y: |
|
- |