Morgan Stanley Call 140 TGR 21.03.2025
/ DE000MB57Y98
Morgan Stanley Call 140 TGR 21.03.../ DE000MB57Y98 /
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: |
|
- |