Morgan Stanley Call 385 CI 17.01.2025
/ DE000MB23AU8
Morgan Stanley Call 385 CI 17.01..../ DE000MB23AU8 /
19/11/2024 10:20:49 |
Chg.-0.001 |
Bid13:00:52 |
Ask13:00:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
-6.25% |
0.015 Bid Size: 7,500 |
0.040 Ask Size: 7,500 |
Cigna Group |
385.00 - |
17/01/2025 |
Call |
Master data
WKN: |
MB23AU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
385.00 - |
Maturity: |
17/01/2025 |
Issue date: |
05/01/2023 |
Last trading day: |
17/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
76.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.26 |
Parity: |
-0.81 |
Time value: |
0.04 |
Break-even: |
389.00 |
Moneyness: |
0.79 |
Premium: |
0.28 |
Premium p.a.: |
3.56 |
Spread abs.: |
0.02 |
Spread %: |
150.00% |
Delta: |
0.14 |
Theta: |
-0.12 |
Omega: |
10.81 |
Rho: |
0.06 |
Quote data
Open: |
0.015 |
High: |
0.015 |
Low: |
0.015 |
Previous Close: |
0.016 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-51.61% |
1 Month |
|
|
-68.09% |
3 Months |
|
|
-81.01% |
YTD |
|
|
-83.70% |
1 Year |
|
|
-77.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.031 |
0.016 |
1M High / 1M Low: |
0.034 |
0.009 |
6M High / 6M Low: |
0.161 |
0.009 |
High (YTD): |
28/03/2024 |
0.280 |
Low (YTD): |
31/10/2024 |
0.009 |
52W High: |
28/03/2024 |
0.280 |
52W Low: |
31/10/2024 |
0.009 |
Avg. price 1W: |
|
0.021 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.077 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.114 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
602.25% |
Volatility 6M: |
|
295.52% |
Volatility 1Y: |
|
265.45% |
Volatility 3Y: |
|
- |