Morgan Stanley Call 40 TCOM 20.12.2024
/ DE000MB3F6W0
Morgan Stanley Call 40 TCOM 20.12.../ DE000MB3F6W0 /
| 7/10/2024 8:58:06 PM |
Chg.-0.15 |
Bid9:27:12 PM |
Ask9:27:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-12.20% |
1.06
Bid Size: 80,000 |
1.08
Ask Size: 80,000 |
Trip com Group Ltd |
40.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
MB3F6W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/8/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.32 |
| Parity: |
0.71 |
| Time value: |
0.53 |
| Break-even: |
52.40 |
| Moneyness: |
1.18 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
2.78 |
| Rho: |
0.10 |
Quote data
| Open: |
1.14 |
| High: |
1.16 |
| Low: |
1.08 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-18.80% |
| 3 Months |
|
|
-9.24% |
| YTD |
|
|
+163.41% |
| 1 Year |
|
|
+83.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.09 |
| 1M High / 1M Low: |
1.33 |
0.94 |
| 6M High / 6M Low: |
1.80 |
0.37 |
| High (YTD): |
5/20/2024 |
1.80 |
| Low (YTD): |
1/22/2024 |
0.37 |
| 52W High: |
5/20/2024 |
1.80 |
| 52W Low: |
12/8/2023 |
0.33 |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
96.41% |
| Volatility 6M: |
|
122.51% |
| Volatility 1Y: |
|
121.11% |
| Volatility 3Y: |
|
- |
