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Morgan Stanley Call 107.5 4I1 20..../  DE000MB3XJJ0  /

Stuttgart
8/1/2024  8:52:56 PM Chg.+0.17 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
1.25EUR +15.74% -
Bid Size: -		 -
Ask Size: -		 PHILIP MORRIS INTL I... 107.50 - 12/20/2024 Call
 

Master data

WKN: MB3XJJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 107.50 -
Maturity: 12/20/2024
Issue date: 2/23/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.94
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.15
Parity: -0.11
Time value: 1.07
Break-even: 118.20
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 0.94%
Delta: 0.56
Theta: -0.04
Omega: 5.52
Rho: 0.19
 

Quote data

Open: 1.04
High: 1.25
Low: 1.04
Previous Close: 1.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.45%
1 Month  
+316.67%
3 Months  
+594.44%
YTD  
+443.48%
1 Year  
+150.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.08 0.89
1M High / 1M Low: 1.08 0.27
6M High / 6M Low: 1.08 0.08
High (YTD): 7/31/2024 1.08
Low (YTD): 2/15/2024 0.08
52W High: 7/31/2024 1.08
52W Low: 2/15/2024 0.08
Avg. price 1W:   0.96
Avg. volume 1W:   0.00
Avg. price 1M:   0.55
Avg. volume 1M:   0.00
Avg. price 6M:   0.25
Avg. volume 6M:   629.92
Avg. price 1Y:   0.28
Avg. volume 1Y:   312.50
Volatility 1M:   163.94%
Volatility 6M:   178.64%
Volatility 1Y:   153.43%
Volatility 3Y:   -