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Morgan Stanley Call 160 YUM 19.12.../  DE000MB9BH09  /

Stuttgart
19/11/2024  15:08:58 Chg.-0.050 Bid15:17:42 Ask15:17:42 Underlying Strike price Expiration date Option type
0.390EUR -11.36% 0.390
Bid Size: 10,000		 0.430
Ask Size: 10,000		 Yum Brands Inc 160.00 USD 19/12/2025 Call
 

Master data

WKN: MB9BH0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 19/12/2025
Issue date: 01/08/2023
Last trading day: 19/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.75
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -2.45
Time value: 0.44
Break-even: 155.42
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.29
Theta: -0.01
Omega: 8.26
Rho: 0.35
 

Quote data

Open: 0.410
High: 0.410
Low: 0.390
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+5.41%
3 Months
  -36.07%
YTD
  -60.61%
1 Year
  -67.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.360
1M High / 1M Low: 0.440 0.330
6M High / 6M Low: 1.040 0.270
High (YTD): 29/04/2024 1.110
Low (YTD): 16/10/2024 0.270
52W High: 23/11/2023 1.200
52W Low: 16/10/2024 0.270
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.548
Avg. volume 6M:   0.000
Avg. price 1Y:   0.729
Avg. volume 1Y:   0.000
Volatility 1M:   182.93%
Volatility 6M:   153.16%
Volatility 1Y:   124.78%
Volatility 3Y:   -