Morgan Stanley Call 56.6667 WMT 21.06.2024
/ DE000MD9TF15
Morgan Stanley Call 56.6667 WMT 2.../ DE000MD9TF15 /
| 2024-05-24 8:49:19 PM |
Chg.+0.17 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
+7.36% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
56.6667 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MD9TF1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.67 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.15 |
| Parity: |
2.41 |
| Time value: |
0.11 |
| Break-even: |
60.64 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.20% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
6.64 |
| Rho: |
0.04 |
Quote data
| Open: |
2.35 |
| High: |
2.51 |
| Low: |
2.35 |
| Previous Close: |
2.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.36% |
| 1 Month |
|
|
+101.63% |
| 3 Months |
|
|
+96.83% |
| YTD |
|
|
+520.00% |
| 1 Year |
|
|
+416.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.48 |
2.14 |
| 1M High / 1M Low: |
2.48 |
1.03 |
| 6M High / 6M Low: |
2.48 |
0.27 |
| High (YTD): |
2024-05-24 |
2.48 |
| Low (YTD): |
2024-01-05 |
0.36 |
| 52W High: |
2024-05-24 |
2.48 |
| 52W Low: |
2023-12-12 |
0.27 |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
15 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
2.42 |
| Avg. price 1Y: |
|
0.86 |
| Avg. volume 1Y: |
|
3.53 |
| Volatility 1M: |
|
398.17% |
| Volatility 6M: |
|
197.41% |
| Volatility 1Y: |
|
171.43% |
| Volatility 3Y: |
|
- |
