Morgan Stanley Call 45 SII 20.12.2024
/ DE000MB3EV46
Morgan Stanley Call 45 SII 20.12..../ DE000MB3EV46 /
10/09/2024 20:54:25 |
Chg.0.00 |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
1.34EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
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: |
3.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.85 |
Historic volatility: |
0.26 |
Parity: |
0.81 |
Time value: |
0.54 |
Break-even: |
58.50 |
Moneyness: |
1.18 |
Premium: |
0.10 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
0.75% |
Delta: |
0.73 |
Theta: |
-0.04 |
Omega: |
2.87 |
Rho: |
0.07 |
Quote data
Open: |
1.34 |
High: |
1.34 |
Low: |
1.29 |
Previous Close: |
1.34 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.96% |
1 Month |
|
|
+20.72% |
3 Months |
|
|
+27.62% |
YTD |
|
|
+54.02% |
1 Year |
|
|
+123.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.46 |
1.28 |
1M High / 1M Low: |
1.64 |
1.25 |
6M High / 6M Low: |
1.69 |
0.43 |
High (YTD): |
16/07/2024 |
1.69 |
Low (YTD): |
26/02/2024 |
0.27 |
52W High: |
16/07/2024 |
1.69 |
52W Low: |
26/02/2024 |
0.27 |
Avg. price 1W: |
|
1.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.13 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.89 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
80.63% |
Volatility 6M: |
|
115.23% |
Volatility 1Y: |
|
119.52% |
Volatility 3Y: |
|
- |