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

Stuttgart
10/14/2024  8:48:16 PM Chg.- Bid9:41:32 AM Ask9:41:32 AM Underlying Strike price Expiration date Option type
0.500EUR - 0.490
Bid Size: 7,500		 0.520
Ask Size: 7,500		 YUM BRANDS 140.00 - 3/21/2025 Call
 

Master data

WKN: MB57Y9
Issuer: Morgan Stanley
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 3/21/2025
Issue date: 4/3/2023
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.69
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.14
Parity: -1.66
Time value: 0.50
Break-even: 145.00
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.33
Theta: -0.03
Omega: 8.17
Rho: 0.15
 

Quote data

Open: 0.450
High: 0.500
Low: 0.450
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.66%
1 Month
  -9.09%
3 Months
  -1.96%
YTD
  -50.00%
1 Year
  -39.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.450
1M High / 1M Low: 0.780 0.330
6M High / 6M Low: 1.380 0.330
High (YTD): 4/26/2024 1.380
Low (YTD): 9/20/2024 0.330
52W High: 4/26/2024 1.380
52W Low: 9/20/2024 0.330
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.539
Avg. volume 1M:   0.000
Avg. price 6M:   0.758
Avg. volume 6M:   0.000
Avg. price 1Y:   0.877
Avg. volume 1Y:   0.000
Volatility 1M:   270.12%
Volatility 6M:   161.12%
Volatility 1Y:   131.73%
Volatility 3Y:   -