Morgan Stanley Call 7900 PX1 21.06.2024
/ DE000MB7VSK4
Morgan Stanley Call 7900 PX1 21.0.../ DE000MB7VSK4 /
| 2024-04-26 9:22:13 PM |
Chg.- |
Bid9:30:07 AM |
Ask9:30:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
- |
1.21
Bid Size: 100,000 |
1.22
Ask Size: 100,000 |
CAC 40 |
7,900.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7VSK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CAC 40 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,900.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
200:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
34.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.12 |
| Parity: |
0.94 |
| Time value: |
0.24 |
| Break-even: |
8,136.00 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.96 |
| Theta: |
-0.90 |
| Omega: |
33.03 |
| Rho: |
11.39 |
Quote data
| Open: |
0.98 |
| High: |
1.20 |
| Low: |
0.98 |
| Previous Close: |
0.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
-26.83% |
| 3 Months |
|
|
+140.00% |
| YTD |
|
|
+110.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
0.92 |
| 1M High / 1M Low: |
1.42 |
0.89 |
| 6M High / 6M Low: |
1.69 |
0.19 |
| High (YTD): |
2024-03-27 |
1.69 |
| Low (YTD): |
2024-01-17 |
0.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.28% |
| Volatility 6M: |
|
206.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
