Morgan Stanley Call 675 CTO 21.06.2024
/ DE000MB85EJ2
Morgan Stanley Call 675 CTO 21.06.../ DE000MB85EJ2 /
| 2024-05-20 6:38:32 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.65EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
COSTCO WHOLESALE DL... |
675.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB85EJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
COSTCO WHOLESALE DL-,005 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
675.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2024-05-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.92 |
| Intrinsic value: |
7.78 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.16 |
| Parity: |
7.78 |
| Time value: |
3.61 |
| Break-even: |
788.90 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.06 |
| Spread %: |
0.53% |
| Delta: |
0.72 |
| Theta: |
-1.46 |
| Omega: |
4.77 |
| Rho: |
0.25 |
Quote data
| Open: |
11.72 |
| High: |
11.72 |
| Low: |
11.65 |
| Previous Close: |
11.53 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+106.19% |
| 3 Months |
|
|
+32.54% |
| YTD |
|
|
+220.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.99 |
5.65 |
| 6M High / 6M Low: |
11.99 |
0.75 |
| High (YTD): |
2024-05-16 |
11.99 |
| Low (YTD): |
2024-01-04 |
2.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.95% |
| Volatility 6M: |
|
172.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
