Morgan Stanley Call 33 LUV 20.12.2024
/ DE000MB38DU0
Morgan Stanley Call 33 LUV 20.12..../ DE000MB38DU0 /
04/09/2024 10:24:49 |
Chg.+0.010 |
Bid10:31:05 |
Ask10:31:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.113EUR |
+9.71% |
0.108 Bid Size: 12,500 |
0.119 Ask Size: 10,000 |
Southwest Airlines C... |
33.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB38DU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Southwest Airlines Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
33.00 - |
Maturity: |
20/12/2024 |
Issue date: |
03/02/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.33 |
Parity: |
-0.62 |
Time value: |
0.11 |
Break-even: |
34.05 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
1.27 |
Spread abs.: |
0.02 |
Spread %: |
17.98% |
Delta: |
0.27 |
Theta: |
-0.01 |
Omega: |
6.93 |
Rho: |
0.02 |
Quote data
Open: |
0.113 |
High: |
0.113 |
Low: |
0.113 |
Previous Close: |
0.103 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.51% |
1 Month |
|
|
+151.11% |
3 Months |
|
|
-5.04% |
YTD |
|
|
-58.15% |
1 Year |
|
|
-72.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.099 |
0.089 |
1M High / 1M Low: |
0.099 |
0.034 |
6M High / 6M Low: |
0.530 |
0.034 |
High (YTD): |
07/03/2024 |
0.530 |
Low (YTD): |
06/08/2024 |
0.034 |
52W High: |
07/03/2024 |
0.530 |
52W Low: |
06/08/2024 |
0.034 |
Avg. price 1W: |
|
0.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.138 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.197 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
176.99% |
Volatility 6M: |
|
252.73% |
Volatility 1Y: |
|
206.92% |
Volatility 3Y: |
|
- |