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Morgan Stanley Call 49 SII 20.12..../  DE000MB3EV87  /

Stuttgart
8/5/2024  9:36:14 AM Chg.-0.110 Bid1:12:16 PM Ask1:12:16 PM Underlying Strike price Expiration date Option type
0.850EUR -11.46% 0.780
Bid Size: 2,500		 0.880
Ask Size: 2,500		 WHEATON PREC. METALS 49.00 - 12/20/2024 Call
 

Master data

WKN: MB3EV8
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 49.00 -
Maturity: 12/20/2024
Issue date: 2/8/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.23
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.39
Implied volatility: 0.62
Historic volatility: 0.26
Parity: 0.39
Time value: 0.62
Break-even: 59.10
Moneyness: 1.08
Premium: 0.12
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 1.00%
Delta: 0.66
Theta: -0.03
Omega: 3.48
Rho: 0.09
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.27%
1 Month
  -6.59%
3 Months  
+14.86%
YTD  
+26.87%
1 Year  
+57.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.190 0.960
1M High / 1M Low: 1.370 0.880
6M High / 6M Low: 1.370 0.192
High (YTD): 7/16/2024 1.370
Low (YTD): 2/26/2024 0.192
52W High: 7/16/2024 1.370
52W Low: 2/26/2024 0.192
Avg. price 1W:   1.062
Avg. volume 1W:   0.000
Avg. price 1M:   1.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.719
Avg. volume 6M:   70.866
Avg. price 1Y:   0.624
Avg. volume 1Y:   70.866
Volatility 1M:   118.44%
Volatility 6M:   157.25%
Volatility 1Y:   136.35%
Volatility 3Y:   -