Morgan Stanley Call 142.5 4I1 20.12.2024
/ DE000MB6BB81
Morgan Stanley Call 142.5 4I1 20..../ DE000MB6BB81 /
2024-11-12 3:28:40 PM |
Chg.- |
Bid8:32:42 AM |
Ask8:32:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
- |
0.010 Bid Size: 2,000 |
0.049 Ask Size: 2,000 |
PHILIP MORRIS INTL I... |
142.50 - |
2024-12-20 |
Call |
Master data
WKN: |
MB6BB8 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
PHILIP MORRIS INTL INC. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
142.50 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-17 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
292.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.18 |
Parity: |
-2.53 |
Time value: |
0.04 |
Break-even: |
142.90 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
5.73 |
Spread abs.: |
0.02 |
Spread %: |
66.67% |
Delta: |
0.07 |
Theta: |
-0.03 |
Omega: |
19.45 |
Rho: |
0.01 |
Quote data
Open: |
0.013 |
High: |
0.015 |
Low: |
0.013 |
Previous Close: |
0.025 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.44% |
1 Month |
|
|
-51.61% |
3 Months |
|
|
-67.39% |
YTD |
|
|
-50.00% |
1 Year |
|
|
-65.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.027 |
0.015 |
1M High / 1M Low: |
0.105 |
0.008 |
6M High / 6M Low: |
0.115 |
0.008 |
High (YTD): |
2024-09-09 |
0.115 |
Low (YTD): |
2024-10-22 |
0.008 |
52W High: |
2024-09-09 |
0.115 |
52W Low: |
2024-10-22 |
0.008 |
Avg. price 1W: |
|
0.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.045 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.037 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
3,126.40% |
Volatility 6M: |
|
1,260.14% |
Volatility 1Y: |
|
901.09% |
Volatility 3Y: |
|
- |