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Morgan Stanley Call 45 SII 20.12..../  DE000MB3EV46  /

Stuttgart
10/07/2024  16:31:59 Chg.+0.15 Bid18:45:01 Ask18:45:01 Underlying Strike price Expiration date Option type
1.35EUR +12.50% 1.35
Bid Size: 80,000		 1.37
Ask Size: 80,000		 WHEATON PREC. METALS 45.00 - 20/12/2024 Call
 

Master data

WKN: MB3EV4
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 20/12/2024
Issue date: 08/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.25
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.68
Implied volatility: 0.62
Historic volatility: 0.27
Parity: 0.68
Time value: 0.54
Break-even: 57.20
Moneyness: 1.15
Premium: 0.10
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 1.67%
Delta: 0.72
Theta: -0.02
Omega: 3.07
Rho: 0.11
 

Quote data

Open: 1.22
High: 1.35
Low: 1.22
Previous Close: 1.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+28.57%
3 Months  
+43.62%
YTD  
+55.17%
1 Year  
+107.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.20 1.08
1M High / 1M Low: 1.20 0.88
6M High / 6M Low: 1.37 0.27
High (YTD): 20/05/2024 1.37
Low (YTD): 26/02/2024 0.27
52W High: 20/05/2024 1.37
52W Low: 26/02/2024 0.27
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   1.01
Avg. volume 1M:   0.00
Avg. price 6M:   0.84
Avg. volume 6M:   0.00
Avg. price 1Y:   0.76
Avg. volume 1Y:   0.00
Volatility 1M:   104.06%
Volatility 6M:   133.99%
Volatility 1Y:   118.78%
Volatility 3Y:   -