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Morgan Stanley Call 140 TGR 17.01.../  DE000MB4BHN0  /

Stuttgart
11/18/2024  5:11:50 PM Chg.- Bid9:28:15 AM Ask9:28:15 AM Underlying Strike price Expiration date Option type
0.201EUR - 0.196
Bid Size: 10,000		 0.227
Ask Size: 10,000		 YUM BRANDS 140.00 - 1/17/2025 Call
 

Master data

WKN: MB4BHN
Issuer: Morgan Stanley
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 1/17/2025
Issue date: 3/13/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.11
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.15
Parity: -1.35
Time value: 0.21
Break-even: 142.14
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.06
Spread abs.: 0.01
Spread %: 3.88%
Delta: 0.24
Theta: -0.04
Omega: 14.27
Rho: 0.05
 

Quote data

Open: 0.196
High: 0.201
Low: 0.196
Previous Close: 0.229
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.37%
1 Month
  -33.00%
3 Months
  -64.11%
YTD
  -75.78%
1 Year
  -77.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.201
1M High / 1M Low: 0.340 0.156
6M High / 6M Low: 1.090 0.156
High (YTD): 4/26/2024 1.210
Low (YTD): 11/6/2024 0.156
52W High: 4/26/2024 1.210
52W Low: 11/6/2024 0.156
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.482
Avg. volume 6M:   0.000
Avg. price 1Y:   0.669
Avg. volume 1Y:   0.000
Volatility 1M:   550.74%
Volatility 6M:   286.12%
Volatility 1Y:   219.33%
Volatility 3Y:   -