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

Stuttgart
07/08/2024  18:33:50 Chg.- Bid13:21:15 Ask13:21:15 Underlying Strike price Expiration date Option type
0.840EUR - 0.800
Bid Size: 3,750
0.840
Ask Size: 3,750
YUM BRANDS 140.00 - 21/03/2025 Call
 

Master data

WKN: MB57Y9
Issuer: Morgan Stanley
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 21/03/2025
Issue date: 03/04/2023
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.04
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.15
Parity: -1.52
Time value: 0.83
Break-even: 148.30
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.41
Theta: -0.03
Omega: 6.17
Rho: 0.26
 

Quote data

Open: 0.750
High: 0.840
Low: 0.750
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.31%
1 Month  
+75.00%
3 Months
  -9.68%
YTD
  -16.00%
1 Year
  -46.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.710
1M High / 1M Low: 0.950 0.440
6M High / 6M Low: 1.380 0.440
High (YTD): 26/04/2024 1.380
Low (YTD): 24/07/2024 0.440
52W High: 14/08/2023 1.650
52W Low: 24/07/2024 0.440
Avg. price 1W:   0.802
Avg. volume 1W:   0.000
Avg. price 1M:   0.579
Avg. volume 1M:   0.000
Avg. price 6M:   0.930
Avg. volume 6M:   0.000
Avg. price 1Y:   1.004
Avg. volume 1Y:   0.000
Volatility 1M:   157.28%
Volatility 6M:   128.19%
Volatility 1Y:   108.63%
Volatility 3Y:   -