Morgan Stanley Call 360 CHTR 20.12.2024
/ DE000MB33C44
Morgan Stanley Call 360 CHTR 20.1.../ DE000MB33C44 /
11/09/2024 15:08:08 |
Chg.+0.013 |
Bid19:49:42 |
Ask19:49:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.139EUR |
+10.32% |
0.135 Bid Size: 250,000 |
0.144 Ask Size: 250,000 |
Charter Communicatio... |
360.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB33C4 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 - |
Maturity: |
20/12/2024 |
Issue date: |
01/02/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.57 |
Historic volatility: |
0.34 |
Parity: |
-0.67 |
Time value: |
0.15 |
Break-even: |
374.70 |
Moneyness: |
0.82 |
Premium: |
0.28 |
Premium p.a.: |
1.44 |
Spread abs.: |
0.01 |
Spread %: |
6.52% |
Delta: |
0.31 |
Theta: |
-0.16 |
Omega: |
6.11 |
Rho: |
0.21 |
Quote data
Open: |
0.122 |
High: |
0.139 |
Low: |
0.122 |
Previous Close: |
0.126 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.52% |
1 Month |
|
|
-62.43% |
3 Months |
|
|
+40.40% |
YTD |
|
|
-80.96% |
1 Year |
|
|
-88.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.126 |
1M High / 1M Low: |
0.320 |
0.126 |
6M High / 6M Low: |
0.500 |
0.091 |
High (YTD): |
02/01/2024 |
0.730 |
Low (YTD): |
13/06/2024 |
0.091 |
52W High: |
18/09/2023 |
1.400 |
52W Low: |
13/06/2024 |
0.091 |
Avg. price 1W: |
|
0.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.243 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.186 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.477 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
224.73% |
Volatility 6M: |
|
207.77% |
Volatility 1Y: |
|
180.67% |
Volatility 3Y: |
|
- |