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

Stuttgart
7/17/2024  10:54:19 AM Chg.-0.090 Bid12:26:02 PM Ask12:26:02 PM Underlying Strike price Expiration date Option type
0.680EUR -11.69% 0.710
Bid Size: 5,000		 0.740
Ask Size: 5,000		 YUM BRANDS 130.00 - 1/17/2025 Call
 

Master data

WKN: MB4BHF
Issuer: Morgan Stanley
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 1/17/2025
Issue date: 3/13/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.36
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.14
Parity: -1.17
Time value: 0.77
Break-even: 137.70
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.42
Theta: -0.03
Omega: 6.48
Rho: 0.21
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -51.43%
3 Months
  -57.50%
YTD
  -48.09%
1 Year
  -69.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.760
1M High / 1M Low: 1.400 0.660
6M High / 6M Low: 1.870 0.660
High (YTD): 4/26/2024 1.870
Low (YTD): 7/9/2024 0.660
52W High: 7/24/2023 2.380
52W Low: 7/9/2024 0.660
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.943
Avg. volume 1M:   0.000
Avg. price 6M:   1.369
Avg. volume 6M:   0.000
Avg. price 1Y:   1.433
Avg. volume 1Y:   0.000
Volatility 1M:   121.02%
Volatility 6M:   114.70%
Volatility 1Y:   95.80%
Volatility 3Y:   -