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Morgan Stanley Call 370 CI 20.12..../  DE000MB23ZF6  /

Stuttgart
2024-07-31  5:23:02 PM Chg.-0.006 Bid5:44:32 PM Ask5:44:32 PM Underlying Strike price Expiration date Option type
0.162EUR -3.57% 0.160
Bid Size: 80,000		 0.162
Ask Size: 80,000		 Cigna Group 370.00 - 2024-12-20 Call
 

Master data

WKN: MB23ZF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cigna Group
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 2024-12-20
Issue date: 2023-01-06
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.85
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.25
Parity: -0.44
Time value: 0.17
Break-even: 387.30
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.56
Spread abs.: 0.00
Spread %: 1.17%
Delta: 0.37
Theta: -0.11
Omega: 6.89
Rho: 0.40
 

Quote data

Open: 0.172
High: 0.172
Low: 0.162
Previous Close: 0.168
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.56%
1 Month  
+78.02%
3 Months
  -40.00%
YTD  
+50.00%
1 Year  
+1.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.168 0.126
1M High / 1M Low: 0.168 0.061
6M High / 6M Low: 0.330 0.061
High (YTD): 2024-04-05 0.330
Low (YTD): 2024-07-05 0.061
52W High: 2024-04-05 0.330
52W Low: 2023-12-05 0.043
Avg. price 1W:   0.141
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   0.156
Avg. volume 1Y:   0.000
Volatility 1M:   185.95%
Volatility 6M:   147.72%
Volatility 1Y:   200.30%
Volatility 3Y:   -