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: |
|
- |
