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Morgan Stanley Call 48 SII 20.06..../  DE000MB7WZM3  /

Stuttgart
05/08/2024  12:12:41 Chg.-0.14 Bid16:21:05 Ask16:21:05 Underlying Strike price Expiration date Option type
1.12EUR -11.11% 1.10
Bid Size: 12,500		 1.13
Ask Size: 12,500		 WHEATON PREC. METALS 48.00 - 20/06/2025 Call
 

Master data

WKN: MB7WZM
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 20/06/2025
Issue date: 26/06/2023
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.10
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.49
Implied volatility: 0.51
Historic volatility: 0.26
Parity: 0.49
Time value: 0.80
Break-even: 60.90
Moneyness: 1.10
Premium: 0.15
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 1.57%
Delta: 0.69
Theta: -0.02
Omega: 2.84
Rho: 0.21
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -1.75%
3 Months  
+14.29%
YTD  
+30.23%
1 Year  
+53.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.26
1M High / 1M Low: 1.61 1.13
6M High / 6M Low: 1.61 0.34
High (YTD): 16/07/2024 1.61
Low (YTD): 26/02/2024 0.34
52W High: 16/07/2024 1.61
52W Low: 26/02/2024 0.34
Avg. price 1W:   1.34
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   0.94
Avg. volume 6M:   0.00
Avg. price 1Y:   0.83
Avg. volume 1Y:   0.00
Volatility 1M:   92.74%
Volatility 6M:   111.99%
Volatility 1Y:   101.71%
Volatility 3Y:   -