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

Stuttgart
6/27/2024  9:18:47 PM Chg.- Bid10:24:39 AM Ask10:24:39 AM Underlying Strike price Expiration date Option type
0.103EUR - 0.103
Bid Size: 12,500		 -
Ask Size: -		 Cigna Group 370.00 - 12/20/2024 Call
 

Master data

WKN: MB23ZF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cigna Group
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 12/20/2024
Issue date: 1/6/2023
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 28.37
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.25
Parity: -0.58
Time value: 0.11
Break-even: 381.00
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.52
Spread abs.: 0.00
Spread %: 1.85%
Delta: 0.28
Theta: -0.08
Omega: 8.04
Rho: 0.37
 

Quote data

Open: 0.110
High: 0.110
Low: 0.103
Previous Close: 0.119
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.16%
1 Month
  -8.85%
3 Months
  -66.77%
YTD
  -4.63%
1 Year
  -24.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.136 0.103
1M High / 1M Low: 0.145 0.101
6M High / 6M Low: 0.330 0.096
High (YTD): 4/5/2024 0.330
Low (YTD): 1/25/2024 0.096
52W High: 4/5/2024 0.330
52W Low: 12/5/2023 0.043
Avg. price 1W:   0.123
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.159
Avg. volume 1Y:   0.000
Volatility 1M:   166.10%
Volatility 6M:   138.22%
Volatility 1Y:   196.29%
Volatility 3Y:   -