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Morgan Stanley Call 125 E3X1 20.1.../  DE000MB4D0D4  /

Stuttgart
10/11/2024  3:54:14 PM Chg.-0.02 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
2.72EUR -0.73% -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 125.00 - 12/20/2024 Call
 

Master data

WKN: MB4D0D
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 12/20/2024
Issue date: 3/14/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.08
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.26
Implied volatility: 0.87
Historic volatility: 0.38
Parity: 1.26
Time value: 1.45
Break-even: 152.10
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 0.70
Spread abs.: 0.04
Spread %: 1.50%
Delta: 0.68
Theta: -0.14
Omega: 3.44
Rho: 0.12
 

Quote data

Open: 2.68
High: 2.72
Low: 2.68
Previous Close: 2.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.49%
1 Month  
+66.87%
3 Months  
+61.90%
YTD
  -32.51%
1 Year  
+151.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.89 2.72
1M High / 1M Low: 2.89 1.63
6M High / 6M Low: 2.89 0.67
High (YTD): 2/8/2024 4.56
Low (YTD): 5/30/2024 0.67
52W High: 2/8/2024 4.56
52W Low: 5/30/2024 0.67
Avg. price 1W:   2.78
Avg. volume 1W:   0.00
Avg. price 1M:   2.34
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   0.00
Avg. price 1Y:   2.16
Avg. volume 1Y:   0.00
Volatility 1M:   89.41%
Volatility 6M:   161.88%
Volatility 1Y:   157.45%
Volatility 3Y:   -