Morgan Stanley Call 45 PHM7 20.12.2024
/ DE000MB7DJ23
Morgan Stanley Call 45 PHM7 20.12.../ DE000MB7DJ23 /
| 26/08/2024 20:19:28 |
Chg.- |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALTRIA GRP INC. DL... |
45.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB7DJ2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ALTRIA GRP INC. DL-,333 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
13/06/2023 |
| Last trading day: |
27/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.17 |
| Parity: |
0.25 |
| Time value: |
0.48 |
| Break-even: |
52.30 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
4.17 |
| Rho: |
0.06 |
Quote data
| Open: |
0.700 |
| High: |
0.720 |
| Low: |
0.700 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.03% |
| 3 Months |
|
|
+218.58% |
| YTD |
|
|
+708.99% |
| 1 Year |
|
|
+200.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.720 |
0.590 |
| 6M High / 6M Low: |
0.720 |
0.097 |
| High (YTD): |
26/08/2024 |
0.720 |
| Low (YTD): |
04/03/2024 |
0.050 |
| 52W High: |
26/08/2024 |
0.720 |
| 52W Low: |
04/03/2024 |
0.050 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.636 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.207 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
48.89% |
| Volatility 6M: |
|
137.86% |
| Volatility 1Y: |
|
157.91% |
| Volatility 3Y: |
|
- |
