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Morgan Stanley Call 40 SII 20.12..../  DE000MB3EUZ3  /

Stuttgart
7/10/2024  4:31:58 PM Chg.+0.16 Bid7:43:19 PM Ask7:43:19 PM Underlying Strike price Expiration date Option type
1.77EUR +9.94% 1.76
Bid Size: 80,000		 1.78
Ask Size: 80,000		 WHEATON PREC. METALS 40.00 - 12/20/2024 Call
 

Master data

WKN: MB3EUZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 12/20/2024
Issue date: 2/8/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 1.18
Implied volatility: 0.72
Historic volatility: 0.27
Parity: 1.18
Time value: 0.45
Break-even: 56.30
Moneyness: 1.30
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 1.24%
Delta: 0.79
Theta: -0.02
Omega: 2.52
Rho: 0.11
 

Quote data

Open: 1.63
High: 1.77
Low: 1.63
Previous Close: 1.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.59%
1 Month  
+23.78%
3 Months  
+39.37%
YTD  
+51.28%
1 Year  
+105.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.48
1M High / 1M Low: 1.61 1.27
6M High / 6M Low: 1.77 0.43
High (YTD): 5/20/2024 1.77
Low (YTD): 2/26/2024 0.43
52W High: 5/20/2024 1.77
52W Low: 2/26/2024 0.43
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   1.16
Avg. volume 6M:   47.24
Avg. price 1Y:   1.04
Avg. volume 1Y:   42.97
Volatility 1M:   78.91%
Volatility 6M:   112.24%
Volatility 1Y:   102.18%
Volatility 3Y:   -