Morgan Stanley Call 127.5 DHI 20.12.2024
/ DE000MB3CVN1
Morgan Stanley Call 127.5 DHI 20..../ DE000MB3CVN1 /
| 19/08/2024 20:46:37 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.20EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
127.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB3CVN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
07/02/2023 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.19 |
| Intrinsic value: |
4.04 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.29 |
| Parity: |
4.04 |
| Time value: |
1.21 |
| Break-even: |
180.00 |
| Moneyness: |
1.32 |
| Premium: |
0.07 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
0.57% |
| Delta: |
0.80 |
| Theta: |
-0.11 |
| Omega: |
2.56 |
| Rho: |
0.23 |
Quote data
| Open: |
4.91 |
| High: |
5.20 |
| Low: |
4.91 |
| Previous Close: |
4.89 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.64% |
| 3 Months |
|
|
+137.44% |
| YTD |
|
|
+52.94% |
| 1 Year |
|
|
+215.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.20 |
4.57 |
| 6M High / 6M Low: |
5.33 |
1.61 |
| High (YTD): |
30/07/2024 |
5.33 |
| Low (YTD): |
02/07/2024 |
1.61 |
| 52W High: |
30/07/2024 |
5.33 |
| 52W Low: |
25/10/2023 |
0.77 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.68 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
58.92% |
| Volatility 6M: |
|
145.29% |
| Volatility 1Y: |
|
129.52% |
| Volatility 3Y: |
|
- |
