Morgan Stanley Call 150 DHI 20.12.2024
/ DE000MB76N07
Morgan Stanley Call 150 DHI 20.12.../ DE000MB76N07 /
| 2024-08-15 9:17:15 PM |
Chg.- |
Bid8:35:54 AM |
Ask8:35:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
- |
3.07
Bid Size: 1,000 |
3.13
Ask Size: 1,000 |
D R Horton Inc |
150.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB76N0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.30 |
| Parity: |
0.98 |
| Time value: |
2.01 |
| Break-even: |
179.90 |
| Moneyness: |
1.07 |
| Premium: |
0.13 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
1.01% |
| Delta: |
0.65 |
| Theta: |
-0.10 |
| Omega: |
3.48 |
| Rho: |
0.26 |
Quote data
| Open: |
2.97 |
| High: |
2.97 |
| Low: |
2.97 |
| Previous Close: |
2.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.68% |
| 1 Month |
|
|
+39.81% |
| 3 Months |
|
|
+57.75% |
| YTD |
|
|
+39.81% |
| 1 Year |
|
|
+137.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.84 |
| 1M High / 1M Low: |
3.60 |
1.76 |
| 6M High / 6M Low: |
3.60 |
0.67 |
| High (YTD): |
2024-07-31 |
3.60 |
| Low (YTD): |
2024-07-04 |
0.67 |
| 52W High: |
2024-07-31 |
3.60 |
| 52W Low: |
2023-10-25 |
0.37 |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.48 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
297.65% |
| Volatility 6M: |
|
225.92% |
| Volatility 1Y: |
|
193.12% |
| Volatility 3Y: |
|
- |
