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Morgan Stanley Call 170 CDNS 20.1.../  DE000MB33CM0  /

Stuttgart
2024-07-31  4:07:59 PM Chg.+1.10 Bid6:45:09 PM Ask6:45:09 PM Underlying Strike price Expiration date Option type
9.30EUR +13.41% 9.46
Bid Size: 40,000		 9.50
Ask Size: 40,000		 Cadence Design Syste... 170.00 - 2024-12-20 Call
 

Master data

WKN: MB33CM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-12-20
Issue date: 2023-02-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.81
Leverage: Yes

Calculated values

Fair value: 6.66
Intrinsic value: 6.40
Implied volatility: 0.86
Historic volatility: 0.25
Parity: 6.40
Time value: 1.92
Break-even: 253.20
Moneyness: 1.38
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 0.48%
Delta: 0.81
Theta: -0.13
Omega: 2.29
Rho: 0.42
 

Quote data

Open: 8.67
High: 9.30
Low: 8.67
Previous Close: 8.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.20%
1 Month
  -32.22%
3 Months
  -14.91%
YTD
  -12.43%
1 Year  
+15.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.81 8.20
1M High / 1M Low: 14.61 8.20
6M High / 6M Low: 15.42 8.20
High (YTD): 2024-06-19 15.42
Low (YTD): 2024-07-30 8.20
52W High: 2024-06-19 15.42
52W Low: 2023-08-18 6.87
Avg. price 1W:   8.97
Avg. volume 1W:   0.00
Avg. price 1M:   12.25
Avg. volume 1M:   0.00
Avg. price 6M:   12.76
Avg. volume 6M:   1.48
Avg. price 1Y:   11.04
Avg. volume 1Y:   1.02
Volatility 1M:   87.00%
Volatility 6M:   70.87%
Volatility 1Y:   63.75%
Volatility 3Y:   -