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

EUWAX
2024-05-31  3:31:18 PM Chg.-1.19 Bid8:20:46 PM Ask8:20:46 PM Underlying Strike price Expiration date Option type
25.18EUR -4.51% 24.37
Bid Size: 20,000		 24.43
Ask Size: 20,000		 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: 2.96
Leverage: Yes

Calculated values

Fair value: 21.89
Intrinsic value: 21.78
Implied volatility: 1.87
Historic volatility: 0.16
Parity: 21.78
Time value: 3.69
Break-even: 789.70
Moneyness: 1.41
Premium: 0.05
Premium p.a.: 1.30
Spread abs.: 0.06
Spread %: 0.24%
Delta: 0.84
Theta: -2.00
Omega: 2.48
Rho: 0.22
 

Quote data

Open: 25.23
High: 25.23
Low: 25.18
Previous Close: 26.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month  
+39.73%
3 Months  
+21.35%
YTD  
+94.14%
1 Year  
+560.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 26.37 25.56
1M High / 1M Low: 26.37 18.02
6M High / 6M Low: 26.37 6.26
High (YTD): 2024-05-30 26.37
Low (YTD): 2024-01-04 11.91
52W High: 2024-05-30 26.37
52W Low: 2023-06-21 3.50
Avg. price 1W:   25.89
Avg. volume 1W:   0.00
Avg. price 1M:   23.34
Avg. volume 1M:   50
Avg. price 6M:   17.36
Avg. volume 6M:   92.45
Avg. price 1Y:   11.06
Avg. volume 1Y:   113.98
Volatility 1M:   43.83%
Volatility 6M:   76.56%
Volatility 1Y:   91.75%
Volatility 3Y:   -