OverviewChartNewsTraderScreen

Morgan Stanley Call 130 TGR 17.01.../  DE000MB4BHF6  /

Stuttgart
2024-11-19  11:13:46 AM Chg.-0.060 Bid1:26:43 PM Ask1:26:43 PM Underlying Strike price Expiration date Option type
0.620EUR -8.82% 0.640
Bid Size: 5,000		 0.680
Ask Size: 5,000		 YUM BRANDS 130.00 - 2025-01-17 Call
 

Master data

WKN: MB4BHF
Issuer: Morgan Stanley
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-03-13
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.82
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.15
Parity: -0.35
Time value: 0.71
Break-even: 137.10
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.48
Theta: -0.08
Omega: 8.54
Rho: 0.09
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.07%
1 Month
  -21.52%
3 Months
  -45.61%
YTD
  -52.67%
1 Year
  -52.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.730
1M High / 1M Low: 0.970 0.560
6M High / 6M Low: 1.760 0.540
High (YTD): 2024-04-26 1.870
Low (YTD): 2024-09-20 0.540
52W High: 2024-04-26 1.870
52W Low: 2024-09-20 0.540
Avg. price 1W:   0.823
Avg. volume 1W:   0.000
Avg. price 1M:   0.804
Avg. volume 1M:   0.000
Avg. price 6M:   1.005
Avg. volume 6M:   0.000
Avg. price 1Y:   1.195
Avg. volume 1Y:   0.000
Volatility 1M:   368.55%
Volatility 6M:   195.53%
Volatility 1Y:   153.07%
Volatility 3Y:   -