Morgan Stanley Call 445 MUV2 21.0.../  DE000MB8AX76  /

Stuttgart
2024-06-05  6:49:07 PM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.54EUR - -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 445.00 - 2024-06-21 Call
 

Master data

WKN: MB8AX7
Issuer: Morgan Stanley
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 445.00 -
Maturity: 2024-06-21
Issue date: 2023-07-04
Last trading day: 2024-06-06
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.35
Leverage: Yes

Calculated values

Fair value: 1.42
Intrinsic value: 1.15
Implied volatility: 0.24
Historic volatility: 0.17
Parity: 1.15
Time value: 0.46
Break-even: 461.10
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.06
Spread %: 3.87%
Delta: 0.72
Theta: -0.28
Omega: 20.41
Rho: 0.13
 

Quote data

Open: 1.43
High: 1.54
Low: 1.43
Previous Close: 1.15
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+3.36%
1 Month  
+492.31%
3 Months  
+73.03%
YTD  
+541.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.76 1.15
1M High / 1M Low: 2.23 0.26
6M High / 6M Low: 2.23 0.16
High (YTD): 2024-05-28 2.23
Low (YTD): 2024-05-03 0.16
52W High: - -
52W Low: - -
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.49
Avg. volume 1M:   0.00
Avg. price 6M:   0.75
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   577.13%
Volatility 6M:   407.76%
Volatility 1Y:   -
Volatility 3Y:   -