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Morgan Stanley Call 47 SII 20.12..../  DE000MB3EV61  /

Stuttgart
05/08/2024  16:46:51 Chg.-0.13 Bid18:22:58 Ask18:22:58 Underlying Strike price Expiration date Option type
0.98EUR -11.71% 1.06
Bid Size: 12,500		 1.09
Ask Size: 12,500		 WHEATON PREC. METALS 47.00 - 20/12/2024 Call
 

Master data

WKN: MB3EV6
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 47.00 -
Maturity: 20/12/2024
Issue date: 08/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.56
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.59
Implied volatility: 0.66
Historic volatility: 0.26
Parity: 0.59
Time value: 0.57
Break-even: 58.60
Moneyness: 1.12
Premium: 0.11
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 0.87%
Delta: 0.70
Theta: -0.03
Omega: 3.19
Rho: 0.10
 

Quote data

Open: 0.97
High: 0.98
Low: 0.97
Previous Close: 1.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -6.67%
3 Months  
+13.95%
YTD  
+27.27%
1 Year  
+60.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.33 1.11
1M High / 1M Low: 1.53 1.02
6M High / 6M Low: 1.53 0.23
High (YTD): 16/07/2024 1.53
Low (YTD): 26/02/2024 0.23
52W High: 16/07/2024 1.53
52W Low: 26/02/2024 0.23
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   0.83
Avg. volume 6M:   0.00
Avg. price 1Y:   0.72
Avg. volume 1Y:   0.00
Volatility 1M:   105.97%
Volatility 6M:   145.63%
Volatility 1Y:   128.07%
Volatility 3Y:   -