Morgan Stanley Call 7850 PX1 21.06.2024
/ DE000MB7VSH0
Morgan Stanley Call 7850 PX1 21.0.../ DE000MB7VSH0 /
| 2024-05-29 5:48:58 PM |
Chg.- |
Bid11:08:24 AM |
Ask11:08:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
- |
0.830
Bid Size: 100,000 |
0.840
Ask Size: 100,000 |
CAC 40 |
7,850.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7VSH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CAC 40 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,850.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
200:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
48.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.12 |
| Parity: |
0.43 |
| Time value: |
0.38 |
| Break-even: |
8,012.00 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.66 |
| Theta: |
-2.67 |
| Omega: |
32.40 |
| Rho: |
3.07 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.810 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.57% |
| 1 Month |
|
|
-12.90% |
| 3 Months |
|
|
-28.32% |
| YTD |
|
|
+24.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
0.810 |
| 1M High / 1M Low: |
1.910 |
0.810 |
| 6M High / 6M Low: |
1.910 |
0.235 |
| High (YTD): |
2024-05-15 |
1.910 |
| Low (YTD): |
2024-01-17 |
0.235 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.999 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.27% |
| Volatility 6M: |
|
209.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
