Morgan Stanley Call 100 4I1 20.12.2024
/ DE000MB35XG3
Morgan Stanley Call 100 4I1 20.12.../ DE000MB35XG3 /
8/16/2024 9:05:39 PM |
Chg.+0.06 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.79EUR |
+3.47% |
- Bid Size: - |
- Ask Size: - |
PHILIP MORRIS INTL I... |
100.00 - |
12/20/2024 |
Call |
Master data
WKN: |
MB35XG |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
PHILIP MORRIS INTL INC. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/2/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.54 |
Historic volatility: |
0.15 |
Parity: |
0.74 |
Time value: |
1.05 |
Break-even: |
117.90 |
Moneyness: |
1.07 |
Premium: |
0.10 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
1.13% |
Delta: |
0.66 |
Theta: |
-0.06 |
Omega: |
3.99 |
Rho: |
0.18 |
Quote data
Open: |
1.76 |
High: |
1.79 |
Low: |
1.76 |
Previous Close: |
1.73 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.15% |
1 Month |
|
|
+103.41% |
3 Months |
|
|
+208.62% |
YTD |
|
|
+297.78% |
1 Year |
|
|
+203.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.75 |
1.64 |
1M High / 1M Low: |
1.85 |
0.88 |
6M High / 6M Low: |
1.85 |
0.17 |
High (YTD): |
8/1/2024 |
1.85 |
Low (YTD): |
3/1/2024 |
0.17 |
52W High: |
8/1/2024 |
1.85 |
52W Low: |
3/1/2024 |
0.17 |
Avg. price 1W: |
|
1.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.54 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
131.19% |
Volatility 6M: |
|
148.16% |
Volatility 1Y: |
|
138.63% |
Volatility 3Y: |
|
- |