Morgan Stanley Call 60 TD 21.06.2024
/ DE000MB77WB8
Morgan Stanley Call 60 TD 21.06.2.../ DE000MB77WB8 /
| 2024-05-17 11:34:52 AM |
Chg.-0.060 |
Bid3:08:23 PM |
Ask3:08:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-12.50% |
0.430
Bid Size: 400 |
0.660
Ask Size: 400 |
Toronto Dominion Ban... |
60.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB77WB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Toronto Dominion Bank |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
100.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
-7.66 |
| Time value: |
0.52 |
| Break-even: |
60.52 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
3.55 |
| Spread abs.: |
0.07 |
| Spread %: |
15.56% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
16.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.64% |
| 1 Month |
|
|
-47.50% |
| 3 Months |
|
|
-80.37% |
| YTD |
|
|
-85.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.480 |
| 1M High / 1M Low: |
1.480 |
0.420 |
| 6M High / 6M Low: |
3.090 |
0.420 |
| High (YTD): |
2024-01-08 |
3.090 |
| Low (YTD): |
2024-05-07 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.935 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.86% |
| Volatility 6M: |
|
171.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
