Morgan Stanley Call 150 E3X1 20.12.2024
/ DE000MB33HQ0
Morgan Stanley Call 150 E3X1 20.1.../ DE000MB33HQ0 /
| 11/11/2024 15:52:57 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EXPEDIA GRP INC. DL-... |
150.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB33HQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
EXPEDIA GRP INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2023 |
| Last trading day: |
12/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.35 |
| Parity: |
2.23 |
| Time value: |
1.26 |
| Break-even: |
184.90 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.04 |
| Spread %: |
1.16% |
| Delta: |
0.72 |
| Theta: |
-0.30 |
| Omega: |
3.56 |
| Rho: |
0.08 |
Quote data
| Open: |
3.20 |
| High: |
3.28 |
| Low: |
3.20 |
| Previous Close: |
3.24 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.23% |
| 1 Month |
|
|
+107.59% |
| 3 Months |
|
|
+569.39% |
| YTD |
|
|
+22.85% |
| 1 Year |
|
|
+88.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.28 |
3.28 |
| 1M High / 1M Low: |
3.28 |
1.42 |
| 6M High / 6M Low: |
3.28 |
0.22 |
| High (YTD): |
11/11/2024 |
3.28 |
| Low (YTD): |
28/05/2024 |
0.22 |
| 52W High: |
11/11/2024 |
3.28 |
| 52W Low: |
28/05/2024 |
0.22 |
| Avg. price 1W: |
|
3.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
197.12% |
| Volatility 6M: |
|
198.46% |
| Volatility 1Y: |
|
178.33% |
| Volatility 3Y: |
|
- |
