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Morgan Stanley Call 340 BRYN 20.0.../  DE000MB0CSV6  /

EUWAX
01/08/2024  20:44:26 Chg.- Bid08:12:48 Ask08:12:48 Underlying Strike price Expiration date Option type
8.88EUR - 8.71
Bid Size: 7,500		 8.75
Ask Size: 7,500		 BERKSH. H.B NEW DL-,... 340.00 - 20/09/2024 Call
 

Master data

WKN: MB0CSV
Issuer: Morgan Stanley
Currency: EUR
Underlying: BERKSH. H.B NEW DL-,00333
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 20/09/2024
Issue date: 09/11/2022
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.29
Leverage: Yes

Calculated values

Fair value: 6.68
Intrinsic value: 6.51
Implied volatility: 1.00
Historic volatility: 0.11
Parity: 6.51
Time value: 2.93
Break-even: 434.40
Moneyness: 1.19
Premium: 0.07
Premium p.a.: 0.66
Spread abs.: 0.03
Spread %: 0.32%
Delta: 0.75
Theta: -0.50
Omega: 3.21
Rho: 0.29
 

Quote data

Open: 9.48
High: 9.54
Low: 8.88
Previous Close: 9.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.93%
1 Month  
+33.13%
3 Months  
+35.16%
YTD  
+136.17%
1 Year  
+104.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.61 8.88
1M High / 1M Low: 9.96 6.58
6M High / 6M Low: 9.96 6.29
High (YTD): 17/07/2024 9.96
Low (YTD): 02/01/2024 3.79
52W High: 17/07/2024 9.96
52W Low: 27/10/2023 2.94
Avg. price 1W:   9.37
Avg. volume 1W:   0.00
Avg. price 1M:   8.45
Avg. volume 1M:   0.00
Avg. price 6M:   7.51
Avg. volume 6M:   0.00
Avg. price 1Y:   5.94
Avg. volume 1Y:   0.00
Volatility 1M:   67.15%
Volatility 6M:   61.40%
Volatility 1Y:   74.03%
Volatility 3Y:   -