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Morgan Stanley Call 122.5 4I1 20..../  DE000MB3XJN2  /

Stuttgart
29/08/2024  16:22:17 Chg.+0.020 Bid20:35:27 Ask20:35:27 Underlying Strike price Expiration date Option type
0.510EUR +4.08% 0.500
Bid Size: 25,000		 0.510
Ask Size: 25,000		 PHILIP MORRIS INTL I... 122.50 - 20/12/2024 Call
 

Master data

WKN: MB3XJN
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 122.50 -
Maturity: 20/12/2024
Issue date: 23/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.60
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.15
Parity: -1.23
Time value: 0.51
Break-even: 127.60
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.36
Theta: -0.04
Omega: 7.84
Rho: 0.11
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.21%
1 Month  
+96.15%
3 Months  
+880.77%
YTD  
+608.33%
1 Year  
+214.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.380
1M High / 1M Low: 0.490 0.260
6M High / 6M Low: 0.490 0.030
High (YTD): 28/08/2024 0.490
Low (YTD): 01/03/2024 0.030
52W High: 28/08/2024 0.490
52W Low: 01/03/2024 0.030
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.101
Avg. volume 1Y:   0.000
Volatility 1M:   182.66%
Volatility 6M:   176.04%
Volatility 1Y:   153.13%
Volatility 3Y:   -