Morgan Stanley Call 300 CHTR 20.12.2024
/ DE000MB4CZP5
Morgan Stanley Call 300 CHTR 20.1.../ DE000MB4CZP5 /
02/08/2024 20:29:36 |
Chg.-0.030 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-3.49% |
- Bid Size: - |
- Ask Size: - |
Charter Communicatio... |
300.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB4CZP |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
20/12/2024 |
Issue date: |
14/03/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.75 |
Historic volatility: |
0.35 |
Parity: |
0.42 |
Time value: |
0.42 |
Break-even: |
384.00 |
Moneyness: |
1.14 |
Premium: |
0.12 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
1.20% |
Delta: |
0.71 |
Theta: |
-0.21 |
Omega: |
2.88 |
Rho: |
0.60 |
Quote data
Open: |
0.800 |
High: |
0.850 |
Low: |
0.800 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.41% |
1 Month |
|
|
+137.14% |
3 Months |
|
|
+264.04% |
YTD |
|
|
-25.89% |
1 Year |
|
|
-46.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.830 |
1M High / 1M Low: |
0.910 |
0.300 |
6M High / 6M Low: |
0.910 |
0.203 |
High (YTD): |
02/01/2024 |
1.130 |
Low (YTD): |
26/04/2024 |
0.203 |
52W High: |
18/09/2023 |
1.840 |
52W Low: |
26/04/2024 |
0.203 |
Avg. price 1W: |
|
0.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.527 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.356 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.859 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
264.94% |
Volatility 6M: |
|
168.12% |
Volatility 1Y: |
|
137.31% |
Volatility 3Y: |
|
- |