OverviewChartNewsTraderScreen

Morgan Stanley Call 380 STZ 20.12.../  DE000MB8L863  /

Stuttgart
9/13/2024  1:59:22 PM Chg.-0.012 Bid7:02:44 PM Ask7:02:44 PM Underlying Strike price Expiration date Option type
0.084EUR -12.50% 0.084
Bid Size: 40,000		 0.114
Ask Size: 40,000		 Constellation Brands... 380.00 USD 12/20/2024 Call
 

Master data

WKN: MB8L86
Issuer: Morgan Stanley
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 12/20/2024
Issue date: 7/11/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 174.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.17
Parity: -11.58
Time value: 0.13
Break-even: 344.29
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 3.70
Spread abs.: 0.03
Spread %: 30.00%
Delta: 0.06
Theta: -0.03
Omega: 10.54
Rho: 0.03
 

Quote data

Open: 0.083
High: 0.084
Low: 0.083
Previous Close: 0.096
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.83%
1 Month
  -10.64%
3 Months
  -8.70%
YTD
  -40.43%
1 Year
  -71.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.101 0.096
1M High / 1M Low: 0.101 0.072
6M High / 6M Low: 0.178 0.063
High (YTD): 3/26/2024 0.178
Low (YTD): 5/27/2024 0.063
52W High: 9/20/2023 0.300
52W Low: 5/27/2024 0.063
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   0.131
Avg. volume 1Y:   0.000
Volatility 1M:   107.22%
Volatility 6M:   134.12%
Volatility 1Y:   131.63%
Volatility 3Y:   -