OverviewChartNewsTraderScreen

Morgan Stanley Call 115 4I1 20.12.../  DE000MB3XJL6  /

Stuttgart
11/14/2024  10:52:57 AM Chg.0.00 Bid4:57:29 PM Ask4:57:29 PM Underlying Strike price Expiration date Option type
1.02EUR 0.00% 1.10
Bid Size: 80,000		 1.12
Ask Size: 80,000		 PHILIP MORRIS INTL I... 115.00 - 12/20/2024 Call
 

Master data

WKN: MB3XJL
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 12/20/2024
Issue date: 2/23/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.85
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.35
Implied volatility: 0.54
Historic volatility: 0.18
Parity: 0.35
Time value: 0.65
Break-even: 125.00
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.71
Spread abs.: 0.02
Spread %: 2.04%
Delta: 0.61
Theta: -0.11
Omega: 7.24
Rho: 0.06
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.15%
1 Month  
+32.47%
3 Months  
+54.55%
YTD  
+684.62%
1 Year  
+750.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.09 0.97
1M High / 1M Low: 1.75 0.66
6M High / 6M Low: 1.75 0.09
High (YTD): 10/31/2024 1.75
Low (YTD): 2/15/2024 0.04
52W High: 10/31/2024 1.75
52W Low: 2/15/2024 0.04
Avg. price 1W:   1.04
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   0.62
Avg. volume 6M:   0.00
Avg. price 1Y:   0.36
Avg. volume 1Y:   0.00
Volatility 1M:   527.47%
Volatility 6M:   260.75%
Volatility 1Y:   211.65%
Volatility 3Y:   -