Morgan Stanley Call 77.5 TWLO 17.01.2025
/ DE000MB8XRL8
Morgan Stanley Call 77.5 TWLO 17..../ DE000MB8XRL8 /
02/08/2024 18:43:46 |
Chg.+0.052 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.235EUR |
+28.42% |
- Bid Size: - |
- Ask Size: - |
Twilio Inc |
77.50 USD |
17/01/2025 |
Call |
Master data
WKN: |
MB8XRL |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Twilio Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.50 USD |
Maturity: |
17/01/2025 |
Issue date: |
18/07/2023 |
Last trading day: |
17/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.34 |
Parity: |
-1.34 |
Time value: |
0.29 |
Break-even: |
73.93 |
Moneyness: |
0.81 |
Premium: |
0.28 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.02 |
Spread %: |
7.41% |
Delta: |
0.31 |
Theta: |
-0.02 |
Omega: |
6.11 |
Rho: |
0.07 |
Quote data
Open: |
0.139 |
High: |
0.235 |
Low: |
0.139 |
Previous Close: |
0.183 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.63% |
1 Month |
|
|
+30.56% |
3 Months |
|
|
-52.04% |
YTD |
|
|
-82.97% |
1 Year |
|
|
-81.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.235 |
0.183 |
1M High / 1M Low: |
0.235 |
0.160 |
6M High / 6M Low: |
1.150 |
0.109 |
High (YTD): |
22/01/2024 |
1.260 |
Low (YTD): |
19/06/2024 |
0.109 |
52W High: |
19/12/2023 |
1.470 |
52W Low: |
19/06/2024 |
0.109 |
Avg. price 1W: |
|
0.209 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.193 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.395 |
Avg. volume 6M: |
|
204.724 |
Avg. price 1Y: |
|
0.686 |
Avg. volume 1Y: |
|
102.362 |
Volatility 1M: |
|
186.25% |
Volatility 6M: |
|
155.20% |
Volatility 1Y: |
|
130.58% |
Volatility 3Y: |
|
- |