Morgan Stanley Call 79 CVS 20.12.2024
/ DE000MB33SX3
Morgan Stanley Call 79 CVS 20.12..../ DE000MB33SX3 /
9/2/2024 9:22:55 AM |
Chg.-0.002 |
Bid9/2/2024 |
Ask9/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
-6.67% |
0.028 Bid Size: 2,000 |
0.040 Ask Size: 2,000 |
CVS HEALTH CORP. D... |
79.00 - |
12/20/2024 |
Call |
Master data
WKN: |
MB33SX |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CVS HEALTH CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
79.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/1/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
129.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.27 |
Parity: |
-2.72 |
Time value: |
0.04 |
Break-even: |
79.40 |
Moneyness: |
0.66 |
Premium: |
0.53 |
Premium p.a.: |
3.17 |
Spread abs.: |
0.01 |
Spread %: |
29.03% |
Delta: |
0.07 |
Theta: |
-0.01 |
Omega: |
9.52 |
Rho: |
0.01 |
Quote data
Open: |
0.028 |
High: |
0.028 |
Low: |
0.028 |
Previous Close: |
0.030 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.21% |
1 Month |
|
|
-67.82% |
3 Months |
|
|
-64.56% |
YTD |
|
|
-96.36% |
1 Year |
|
|
-91.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.030 |
1M High / 1M Low: |
0.087 |
0.030 |
6M High / 6M Low: |
0.720 |
0.030 |
High (YTD): |
1/5/2024 |
0.920 |
Low (YTD): |
8/30/2024 |
0.030 |
52W High: |
1/5/2024 |
0.920 |
52W Low: |
8/30/2024 |
0.030 |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.185 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.360 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
146.75% |
Volatility 6M: |
|
208.46% |
Volatility 1Y: |
|
182.60% |
Volatility 3Y: |
|
- |