Morgan Stanley Call 49 SII 20.06.2025
/ DE000MB7WZN1
Morgan Stanley Call 49 SII 20.06..../ DE000MB7WZN1 /
10/09/2024 18:26:29 |
Chg.- |
Bid09:26:30 |
Ask09:26:30 |
Underlying |
Strike price |
Expiration date |
Option type |
1.19EUR |
- |
1.32 Bid Size: 7,500 |
1.34 Ask Size: 7,500 |
WHEATON PREC. METALS |
49.00 - |
20/06/2025 |
Call |
Master data
WKN: |
MB7WZN |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
WHEATON PREC. METALS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
49.00 - |
Maturity: |
20/06/2025 |
Issue date: |
26/06/2023 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.54 |
Historic volatility: |
0.26 |
Parity: |
0.41 |
Time value: |
0.83 |
Break-even: |
61.40 |
Moneyness: |
1.08 |
Premium: |
0.16 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
1.64% |
Delta: |
0.68 |
Theta: |
-0.02 |
Omega: |
2.90 |
Rho: |
0.18 |
Quote data
Open: |
1.22 |
High: |
1.22 |
Low: |
1.19 |
Previous Close: |
1.23 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.03% |
1 Month |
|
|
+14.42% |
3 Months |
|
|
+33.71% |
YTD |
|
|
+45.12% |
1 Year |
|
|
+83.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.31 |
1.18 |
1M High / 1M Low: |
1.48 |
1.13 |
6M High / 6M Low: |
1.54 |
0.46 |
High (YTD): |
16/07/2024 |
1.54 |
Low (YTD): |
26/02/2024 |
0.31 |
52W High: |
16/07/2024 |
1.54 |
52W Low: |
26/02/2024 |
0.31 |
Avg. price 1W: |
|
1.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.33 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.05 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.85 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
82.27% |
Volatility 6M: |
|
104.40% |
Volatility 1Y: |
|
106.86% |
Volatility 3Y: |
|
- |