Morgan Stanley Call 44 SII 20.12.2024
/ DE000MB3EV38
Morgan Stanley Call 44 SII 20.12..../ DE000MB3EV38 /
9/10/2024 8:54:26 PM |
Chg.+0.02 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.43EUR |
+1.42% |
- Bid Size: - |
- Ask Size: - |
WHEATON PREC. METALS |
44.00 - |
12/20/2024 |
Call |
Master data
WKN: |
MB3EV3 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
WHEATON PREC. METALS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/8/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.91 |
Implied volatility: |
0.87 |
Historic volatility: |
0.26 |
Parity: |
0.91 |
Time value: |
0.52 |
Break-even: |
58.30 |
Moneyness: |
1.21 |
Premium: |
0.10 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
0.70% |
Delta: |
0.74 |
Theta: |
-0.04 |
Omega: |
2.76 |
Rho: |
0.07 |
Quote data
Open: |
1.42 |
High: |
1.43 |
Low: |
1.38 |
Previous Close: |
1.41 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.30% |
1 Month |
|
|
+18.18% |
3 Months |
|
|
+32.41% |
YTD |
|
|
+53.76% |
1 Year |
|
|
+113.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.54 |
1.36 |
1M High / 1M Low: |
1.72 |
1.33 |
6M High / 6M Low: |
1.79 |
0.47 |
High (YTD): |
7/16/2024 |
1.79 |
Low (YTD): |
2/26/2024 |
0.30 |
52W High: |
7/16/2024 |
1.79 |
52W Low: |
2/26/2024 |
0.30 |
Avg. price 1W: |
|
1.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.20 |
Avg. volume 6M: |
|
209.37 |
Avg. price 1Y: |
|
0.95 |
Avg. volume 1Y: |
|
187.32 |
Volatility 1M: |
|
76.70% |
Volatility 6M: |
|
112.29% |
Volatility 1Y: |
|
116.96% |
Volatility 3Y: |
|
- |