Morgan Stanley Call 40 SII 20.12.2024
/ DE000MB3EUZ3
Morgan Stanley Call 40 SII 20.12..../ DE000MB3EUZ3 /
| 15/11/2024 17:01:14 |
Chg.0.00 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.83EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
WHEATON PREC. METALS |
40.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB3EUZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
WHEATON PREC. METALS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
08/02/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.27 |
| Parity: |
1.57 |
| Time value: |
0.23 |
| Break-even: |
58.00 |
| Moneyness: |
1.39 |
| Premium: |
0.04 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
2.63 |
| Rho: |
0.03 |
Quote data
| Open: |
1.82 |
| High: |
1.83 |
| Low: |
1.82 |
| Previous Close: |
1.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.74% |
| 1 Month |
|
|
-10.29% |
| 3 Months |
|
|
+2.23% |
| YTD |
|
|
+56.41% |
| 1 Year |
|
|
+84.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.83 |
| 1M High / 1M Low: |
2.61 |
1.83 |
| 6M High / 6M Low: |
2.61 |
1.27 |
| High (YTD): |
22/10/2024 |
2.61 |
| Low (YTD): |
26/02/2024 |
0.43 |
| 52W High: |
22/10/2024 |
2.61 |
| 52W Low: |
26/02/2024 |
0.43 |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
86.96 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
45.45 |
| Avg. price 1Y: |
|
1.46 |
| Avg. volume 1Y: |
|
55.47 |
| Volatility 1M: |
|
82.80% |
| Volatility 6M: |
|
81.24% |
| Volatility 1Y: |
|
96.55% |
| Volatility 3Y: |
|
- |
