Morgan Stanley Call 45 SII 20.12.2024
/ DE000MB3EV46
Morgan Stanley Call 45 SII 20.12..../ DE000MB3EV46 /
7/10/2024 4:31:59 PM |
Chg.+0.15 |
Bid7:47:14 PM |
Ask7:47:14 PM |
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 - |
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: |
4.25 |
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): |
5/20/2024 |
1.37 |
Low (YTD): |
2/26/2024 |
0.27 |
52W High: |
5/20/2024 |
1.37 |
52W Low: |
2/26/2024 |
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: |
|
- |