Morgan Stanley Call 40 LUV 20.12.2024
/ DE000MB38E13
Morgan Stanley Call 40 LUV 20.12..../ DE000MB38E13 /
04/09/2024 18:59:35 |
Chg.+0.003 |
Bid04/09/2024 |
Ask04/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
+13.04% |
0.026 Bid Size: 150,000 |
0.040 Ask Size: 150,000 |
Southwest Airlines C... |
40.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB38E1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Southwest Airlines Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
20/12/2024 |
Issue date: |
03/02/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
66.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.33 |
Parity: |
-1.32 |
Time value: |
0.04 |
Break-even: |
40.40 |
Moneyness: |
0.67 |
Premium: |
0.51 |
Premium p.a.: |
3.07 |
Spread abs.: |
0.02 |
Spread %: |
60.00% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
7.86 |
Rho: |
0.01 |
Quote data
Open: |
0.024 |
High: |
0.026 |
Low: |
0.024 |
Previous Close: |
0.023 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.18% |
1 Month |
|
|
+85.71% |
3 Months |
|
|
-23.53% |
YTD |
|
|
-79.20% |
1 Year |
|
|
-86.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.023 |
0.019 |
1M High / 1M Low: |
0.023 |
0.008 |
6M High / 6M Low: |
0.250 |
0.008 |
High (YTD): |
07/03/2024 |
0.250 |
Low (YTD): |
05/08/2024 |
0.008 |
52W High: |
07/03/2024 |
0.250 |
52W Low: |
05/08/2024 |
0.008 |
Avg. price 1W: |
|
0.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.016 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.046 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.079 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
201.68% |
Volatility 6M: |
|
265.11% |
Volatility 1Y: |
|
223.66% |
Volatility 3Y: |
|
- |