Morgan Stanley Call 57.5 TD 21.06.2024
/ DE000MB77WA0
Morgan Stanley Call 57.5 TD 21.06.../ DE000MB77WA0 /
| 2024-05-20 9:20:21 PM |
Chg.-0.16 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-12.70% |
-
Bid Size: - |
-
Ask Size: - |
Toronto Dominion Ban... |
57.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB77WA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Toronto Dominion Bank |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
40.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.18 |
| Parity: |
-4.85 |
| Time value: |
1.30 |
| Break-even: |
58.80 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
2.53 |
| Spread abs.: |
0.10 |
| Spread %: |
8.33% |
| Delta: |
0.30 |
| Theta: |
-0.04 |
| Omega: |
12.05 |
| Rho: |
0.01 |
Quote data
| Open: |
1.15 |
| High: |
1.27 |
| Low: |
1.10 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-46.60% |
| 3 Months |
|
|
-60.85% |
| YTD |
|
|
-67.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.15 |
| 1M High / 1M Low: |
2.56 |
0.92 |
| 6M High / 6M Low: |
3.56 |
0.92 |
| High (YTD): |
2024-01-08 |
3.56 |
| Low (YTD): |
2024-05-07 |
0.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.12% |
| Volatility 6M: |
|
132.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
