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Morgan Stanley Call 44 SII 20.12..../  DE000MB3EV38  /

Stuttgart
05/08/2024  16:46:51 Chg.-0.16 Bid17:35:36 Ask17:35:36 Underlying Strike price Expiration date Option type
1.20EUR -11.76% 1.25
Bid Size: 12,500		 1.28
Ask Size: 12,500		 WHEATON PREC. METALS 44.00 - 20/12/2024 Call
 

Master data

WKN: MB3EV3
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 20/12/2024
Issue date: 08/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.80
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.89
Implied volatility: 0.72
Historic volatility: 0.26
Parity: 0.89
Time value: 0.50
Break-even: 57.90
Moneyness: 1.20
Premium: 0.10
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 1.46%
Delta: 0.75
Theta: -0.03
Omega: 2.84
Rho: 0.10
 

Quote data

Open: 1.20
High: 1.20
Low: 1.20
Previous Close: 1.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.08%
1 Month
  -6.25%
3 Months  
+14.29%
YTD  
+29.03%
1 Year  
+55.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.58 1.36
1M High / 1M Low: 1.79 1.24
6M High / 6M Low: 1.79 0.30
High (YTD): 16/07/2024 1.79
Low (YTD): 26/02/2024 0.30
52W High: 16/07/2024 1.79
52W Low: 26/02/2024 0.30
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   26.48
Avg. price 6M:   1.01
Avg. volume 6M:   354.24
Avg. price 1Y:   0.87
Avg. volume 1Y:   260.08
Volatility 1M:   94.08%
Volatility 6M:   131.95%
Volatility 1Y:   117.39%
Volatility 3Y:   -