Morgan Stanley Call 140 TGR 21.03.../  DE000MB57Y98  /

Stuttgart
2024-11-18  8:07:26 PM Chg.- Bid11:58:28 AM Ask11:58:28 AM Underlying Strike price Expiration date Option type
0.410EUR - 0.360
Bid Size: 10,000
0.400
Ask Size: 10,000
YUM BRANDS 140.00 - 2025-03-21 Call
 

Master data

WKN: MB57Y9
Issuer: Morgan Stanley
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-03-21
Issue date: 2023-04-03
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.43
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.15
Parity: -1.35
Time value: 0.39
Break-even: 143.90
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.32
Theta: -0.03
Omega: 10.28
Rho: 0.12
 

Quote data

Open: 0.390
High: 0.410
Low: 0.390
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.58%
3 Months
  -44.59%
YTD
  -59.00%
1 Year
  -61.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.410
1M High / 1M Low: 0.570 0.350
6M High / 6M Low: 1.210 0.330
High (YTD): 2024-04-26 1.380
Low (YTD): 2024-09-20 0.330
52W High: 2024-04-26 1.380
52W Low: 2024-09-20 0.330
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.447
Avg. volume 1M:   0.000
Avg. price 6M:   0.639
Avg. volume 6M:   0.000
Avg. price 1Y:   0.824
Avg. volume 1Y:   0.000
Volatility 1M:   299.62%
Volatility 6M:   189.00%
Volatility 1Y:   151.24%
Volatility 3Y:   -