OverviewChartNewsTraderScreen

Morgan Stanley Call 535 CTO 21.06.../  DE000MD7C0D8  /

EUWAX
2024-05-28  9:12:12 AM Chg.-0.23 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
25.71EUR -0.89% -
Bid Size: -		 -
Ask Size: -		 COSTCO WHOLESALE DL... 535.00 - 2024-06-21 Call
 

Master data

WKN: MD7C0D
Issuer: Morgan Stanley
Currency: EUR
Underlying: COSTCO WHOLESALE DL-,005
Type: Warrant
Option type: Call
Strike price: 535.00 -
Maturity: 2024-06-21
Issue date: 2022-08-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.86
Leverage: Yes

Calculated values

Fair value: 21.18
Intrinsic value: 21.05
Implied volatility: 1.99
Historic volatility: 0.16
Parity: 21.05
Time value: 5.00
Break-even: 795.50
Moneyness: 1.39
Premium: 0.07
Premium p.a.: 1.68
Spread abs.: 0.10
Spread %: 0.39%
Delta: 0.82
Theta: -2.12
Omega: 2.34
Rho: 0.23
 

Quote data

Open: 25.71
High: 25.71
Low: 25.71
Previous Close: 25.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.38%
1 Month  
+42.52%
3 Months  
+23.90%
YTD  
+98.23%
1 Year  
+660.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 25.94 24.65
1M High / 1M Low: 25.94 18.02
6M High / 6M Low: 25.94 6.26
High (YTD): 2024-05-27 25.94
Low (YTD): 2024-01-04 11.91
52W High: 2024-05-27 25.94
52W Low: 2023-05-29 3.38
Avg. price 1W:   25.41
Avg. volume 1W:   0.00
Avg. price 1M:   22.84
Avg. volume 1M:   52.38
Avg. price 6M:   17.13
Avg. volume 6M:   93.19
Avg. price 1Y:   10.89
Avg. volume 1Y:   113.98
Volatility 1M:   44.38%
Volatility 6M:   77.01%
Volatility 1Y:   92.28%
Volatility 3Y:   -