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

Stuttgart
8/5/2024  9:36:13 AM Chg.-0.16 Bid11:19:44 AM Ask11:19:44 AM Underlying Strike price Expiration date Option type
1.12EUR -12.50% 1.14
Bid Size: 2,500		 1.17
Ask Size: 2,500		 WHEATON PREC. METALS 45.00 - 12/20/2024 Call
 

Master data

WKN: MB3EV4
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 12/20/2024
Issue date: 2/8/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.79
Implied volatility: 0.70
Historic volatility: 0.26
Parity: 0.79
Time value: 0.52
Break-even: 58.10
Moneyness: 1.17
Premium: 0.10
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 1.55%
Delta: 0.73
Theta: -0.03
Omega: 2.96
Rho: 0.10
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.04%
1 Month
  -6.67%
3 Months  
+13.13%
YTD  
+28.74%
1 Year  
+64.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.50 1.28
1M High / 1M Low: 1.69 1.17
6M High / 6M Low: 1.69 0.27
High (YTD): 7/16/2024 1.69
Low (YTD): 2/26/2024 0.27
52W High: 7/16/2024 1.69
52W Low: 2/26/2024 0.27
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   0.95
Avg. volume 6M:   0.00
Avg. price 1Y:   0.82
Avg. volume 1Y:   0.00
Volatility 1M:   96.56%
Volatility 6M:   134.24%
Volatility 1Y:   119.53%
Volatility 3Y:   -