Morgan Stanley Call 54 SII 20.06.2025
/ DE000MB7WZT8
Morgan Stanley Call 54 SII 20.06..../ DE000MB7WZT8 /
15/11/2024 20:08:41 |
Chg.-0.040 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
-4.49% |
- Bid Size: - |
- Ask Size: - |
WHEATON PREC. METALS |
54.00 - |
20/06/2025 |
Call |
Master data
WKN: |
MB7WZT |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
WHEATON PREC. METALS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.00 - |
Maturity: |
20/06/2025 |
Issue date: |
26/06/2023 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.44 |
Historic volatility: |
0.27 |
Parity: |
0.17 |
Time value: |
0.71 |
Break-even: |
62.80 |
Moneyness: |
1.03 |
Premium: |
0.13 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
2.33% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
3.95 |
Rho: |
0.15 |
Quote data
Open: |
0.920 |
High: |
0.920 |
Low: |
0.850 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.11% |
1 Month |
|
|
-26.72% |
3 Months |
|
|
-9.57% |
YTD |
|
|
+34.92% |
1 Year |
|
|
+51.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.850 |
1M High / 1M Low: |
1.600 |
0.850 |
6M High / 6M Low: |
1.600 |
0.610 |
High (YTD): |
22/10/2024 |
1.600 |
Low (YTD): |
26/02/2024 |
0.230 |
52W High: |
22/10/2024 |
1.600 |
52W Low: |
26/02/2024 |
0.230 |
Avg. price 1W: |
|
0.912 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.279 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.991 |
Avg. volume 6M: |
|
7.803 |
Avg. price 1Y: |
|
0.781 |
Avg. volume 1Y: |
|
4.023 |
Volatility 1M: |
|
134.85% |
Volatility 6M: |
|
119.71% |
Volatility 1Y: |
|
118.41% |
Volatility 3Y: |
|
- |