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Morgan Stanley Call 380 CI 20.12..../  DE000MB23ZL4  /

Stuttgart
7/8/2024  4:57:26 PM Chg.+0.007 Bid8:41:00 PM Ask8:41:00 PM Underlying Strike price Expiration date Option type
0.052EUR +15.56% 0.053
Bid Size: 200,000		 0.056
Ask Size: 200,000		 Cigna Group 380.00 - 12/20/2024 Call
 

Master data

WKN: MB23ZL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cigna Group
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 12/20/2024
Issue date: 1/6/2023
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 58.96
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.25
Parity: -0.85
Time value: 0.05
Break-even: 385.00
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.81
Spread abs.: 0.00
Spread %: 8.70%
Delta: 0.16
Theta: -0.05
Omega: 9.58
Rho: 0.19
 

Quote data

Open: 0.042
High: 0.052
Low: 0.042
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month
  -50.00%
3 Months
  -80.00%
YTD
  -42.22%
1 Year
  -56.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.062 0.045
1M High / 1M Low: 0.104 0.045
6M High / 6M Low: 0.280 0.045
High (YTD): 4/5/2024 0.280
Low (YTD): 7/5/2024 0.045
52W High: 4/5/2024 0.280
52W Low: 12/5/2023 0.037
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   3,605.750
Avg. price 6M:   0.157
Avg. volume 6M:   567.835
Avg. price 1Y:   0.134
Avg. volume 1Y:   283.917
Volatility 1M:   162.21%
Volatility 6M:   142.16%
Volatility 1Y:   193.93%
Volatility 3Y:   -