Morgan Stanley Call 77.5 KTF 20.12.2024
/ DE000MB51RV1
Morgan Stanley Call 77.5 KTF 20.1.../ DE000MB51RV1 /
26/07/2024 16:45:33 |
Chg.-0.004 |
Bid17:50:34 |
Ask17:50:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.095EUR |
-4.04% |
0.098 Bid Size: 50,000 |
0.108 Ask Size: 50,000 |
MONDELEZ INTL INC. A |
77.50 - |
20/12/2024 |
Call |
Master data
WKN: |
MB51RV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MONDELEZ INTL INC. A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.50 - |
Maturity: |
20/12/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
57.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.16 |
Parity: |
-1.63 |
Time value: |
0.11 |
Break-even: |
78.56 |
Moneyness: |
0.79 |
Premium: |
0.28 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.01 |
Spread %: |
10.42% |
Delta: |
0.17 |
Theta: |
-0.01 |
Omega: |
9.80 |
Rho: |
0.04 |
Quote data
Open: |
0.094 |
High: |
0.095 |
Low: |
0.094 |
Previous Close: |
0.099 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.76% |
1 Month |
|
|
+14.46% |
3 Months |
|
|
-58.70% |
YTD |
|
|
-73.61% |
1 Year |
|
|
-85.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.099 |
0.085 |
1M High / 1M Low: |
0.099 |
0.067 |
6M High / 6M Low: |
0.530 |
0.067 |
High (YTD): |
02/02/2024 |
0.530 |
Low (YTD): |
15/07/2024 |
0.067 |
52W High: |
03/08/2023 |
0.750 |
52W Low: |
15/07/2024 |
0.067 |
Avg. price 1W: |
|
0.093 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.082 |
Avg. volume 1M: |
|
186.364 |
Avg. price 6M: |
|
0.209 |
Avg. volume 6M: |
|
2,520.276 |
Avg. price 1Y: |
|
0.328 |
Avg. volume 1Y: |
|
2,396.336 |
Volatility 1M: |
|
156.48% |
Volatility 6M: |
|
151.41% |
Volatility 1Y: |
|
135.48% |
Volatility 3Y: |
|
- |