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Morgan Stanley Call 120 4I1 20.12.../  DE000MB35XJ7  /

Stuttgart
2024-07-31  10:24:51 AM Chg.0.000 Bid3:58:12 PM Ask3:58:12 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% 0.360
Bid Size: 80,000		 0.370
Ask Size: 80,000		 PHILIP MORRIS INTL I... 120.00 - 2024-12-20 Call
 

Master data

WKN: MB35XJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-12-20
Issue date: 2023-02-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.91
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.15
Parity: -1.39
Time value: 0.38
Break-even: 123.80
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.32
Theta: -0.03
Omega: 8.87
Rho: 0.12
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+326.83%
3 Months  
+536.36%
YTD  
+306.98%
1 Year  
+52.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.250
1M High / 1M Low: 0.350 0.074
6M High / 6M Low: 0.350 0.032
High (YTD): 2024-07-30 0.350
Low (YTD): 2024-03-01 0.032
52W High: 2024-07-30 0.350
52W Low: 2024-03-01 0.032
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   0.101
Avg. volume 1Y:   0.000
Volatility 1M:   236.33%
Volatility 6M:   176.00%
Volatility 1Y:   153.66%
Volatility 3Y:   -