Morgan Stanley Call 38 LUV 20.12.2024
/ DE000MB38DZ9
Morgan Stanley Call 38 LUV 20.12..../ DE000MB38DZ9 /
04/09/2024 10:24:50 |
Chg.+0.002 |
Bid04/09/2024 |
Ask04/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
+5.88% |
0.036 Bid Size: 35,000 |
0.048 Ask Size: 25,000 |
Southwest Airlines C... |
38.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB38DZ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Southwest Airlines Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 - |
Maturity: |
20/12/2024 |
Issue date: |
03/02/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
55.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.33 |
Parity: |
-1.12 |
Time value: |
0.05 |
Break-even: |
38.48 |
Moneyness: |
0.70 |
Premium: |
0.44 |
Premium p.a.: |
2.45 |
Spread abs.: |
0.01 |
Spread %: |
26.32% |
Delta: |
0.14 |
Theta: |
-0.01 |
Omega: |
7.88 |
Rho: |
0.01 |
Quote data
Open: |
0.036 |
High: |
0.036 |
Low: |
0.036 |
Previous Close: |
0.034 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
-25.00% |
YTD |
|
|
-77.22% |
1 Year |
|
|
-85.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.034 |
0.028 |
1M High / 1M Low: |
0.034 |
0.012 |
6M High / 6M Low: |
0.310 |
0.012 |
High (YTD): |
16/02/2024 |
0.320 |
Low (YTD): |
05/08/2024 |
0.012 |
52W High: |
16/02/2024 |
0.320 |
52W Low: |
05/08/2024 |
0.012 |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.062 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.102 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
191.52% |
Volatility 6M: |
|
266.40% |
Volatility 1Y: |
|
221.68% |
Volatility 3Y: |
|
- |