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Morgan Stanley Call 100 4I1 20.12.../  DE000MB35XG3  /

Stuttgart
31/07/2024  16:39:37 Chg.+0.08 Bid17:12:34 Ask17:12:34 Underlying Strike price Expiration date Option type
1.61EUR +5.23% 1.63
Bid Size: 80,000		 1.65
Ask Size: 80,000		 PHILIP MORRIS INTL I... 100.00 - 20/12/2024 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: 20/12/2024
Issue date: 02/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.63
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.61
Implied volatility: 0.47
Historic volatility: 0.15
Parity: 0.61
Time value: 0.99
Break-even: 116.00
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 1.91%
Delta: 0.65
Theta: -0.05
Omega: 4.33
Rho: 0.21
 

Quote data

Open: 1.56
High: 1.61
Low: 1.56
Previous Close: 1.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.85%
1 Month  
+155.56%
3 Months  
+312.82%
YTD  
+257.78%
1 Year  
+87.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.53 1.30
1M High / 1M Low: 1.53 0.59
6M High / 6M Low: 1.53 0.17
High (YTD): 30/07/2024 1.53
Low (YTD): 01/03/2024 0.17
52W High: 30/07/2024 1.53
52W Low: 01/03/2024 0.17
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   0.49
Avg. volume 6M:   0.00
Avg. price 1Y:   0.50
Avg. volume 1Y:   0.00
Volatility 1M:   143.13%
Volatility 6M:   155.27%
Volatility 1Y:   138.27%
Volatility 3Y:   -