Morgan Stanley Call 49 SII 20.12.2024
/ DE000MB3EV87
Morgan Stanley Call 49 SII 20.12..../ DE000MB3EV87 /
7/17/2024 8:23:33 PM |
Chg.-0.05 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.32EUR |
-3.65% |
- Bid Size: - |
- Ask Size: - |
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: |
4.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.67 |
Historic volatility: |
0.27 |
Parity: |
0.80 |
Time value: |
0.61 |
Break-even: |
63.10 |
Moneyness: |
1.16 |
Premium: |
0.11 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
1.44% |
Delta: |
0.73 |
Theta: |
-0.03 |
Omega: |
2.94 |
Rho: |
0.12 |
Quote data
Open: |
1.34 |
High: |
1.37 |
Low: |
1.32 |
Previous Close: |
1.37 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.79% |
1 Month |
|
|
+85.92% |
3 Months |
|
|
+65.00% |
YTD |
|
|
+97.01% |
1 Year |
|
|
+109.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.37 |
1.14 |
1M High / 1M Low: |
1.37 |
0.64 |
6M High / 6M Low: |
1.37 |
0.19 |
High (YTD): |
7/16/2024 |
1.37 |
Low (YTD): |
2/26/2024 |
0.19 |
52W High: |
7/16/2024 |
1.37 |
52W Low: |
2/26/2024 |
0.19 |
Avg. price 1W: |
|
1.24 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.66 |
Avg. volume 6M: |
|
141.73 |
Avg. price 1Y: |
|
0.60 |
Avg. volume 1Y: |
|
70.31 |
Volatility 1M: |
|
139.26% |
Volatility 6M: |
|
158.12% |
Volatility 1Y: |
|
135.52% |
Volatility 3Y: |
|
- |