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Morgan Stanley Call 47.5 PHM7 20..../  DE000MB81P81  /

Stuttgart
2024-10-15  10:08:52 AM Chg.+0.020 Bid5:13:11 PM Ask5:13:11 PM Underlying Strike price Expiration date Option type
0.330EUR +6.45% 0.330
Bid Size: 80,000		 0.340
Ask Size: 80,000		 ALTRIA GRP INC. DL... 47.50 - 2024-12-20 Call
 

Master data

WKN: MB81P8
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALTRIA GRP INC. DL-,333
Type: Warrant
Option type: Call
Strike price: 47.50 -
Maturity: 2024-12-20
Issue date: 2023-06-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.85
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.17
Parity: -0.18
Time value: 0.33
Break-even: 50.80
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.48
Theta: -0.03
Omega: 6.69
Rho: 0.03
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.13%
1 Month
  -34.00%
3 Months  
+40.43%
YTD  
+522.64%
1 Year  
+150.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.510 0.310
6M High / 6M Low: 0.670 0.055
High (YTD): 2024-09-04 0.670
Low (YTD): 2024-03-04 0.031
52W High: 2024-09-04 0.670
52W Low: 2024-03-04 0.031
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.386
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   131.40%
Volatility 6M:   159.26%
Volatility 1Y:   157.88%
Volatility 3Y:   -