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Morgan Stanley Call 54 SII 20.12..../  DE000MB3EVD8  /

Stuttgart
8/5/2024  9:36:14 AM Chg.-0.120 Bid3:54:23 PM Ask3:54:23 PM Underlying Strike price Expiration date Option type
0.540EUR -18.18% 0.470
Bid Size: 12,500		 0.510
Ask Size: 12,500		 WHEATON PREC. METALS 54.00 - 12/20/2024 Call
 

Master data

WKN: MB3EVD
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 12/20/2024
Issue date: 2/8/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.66
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.26
Parity: -0.11
Time value: 0.69
Break-even: 60.90
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 2.99%
Delta: 0.56
Theta: -0.03
Omega: 4.27
Rho: 0.08
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.86%
1 Month
  -12.90%
3 Months  
+8.00%
YTD  
+12.50%
1 Year  
+31.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.660
1M High / 1M Low: 1.000 0.580
6M High / 6M Low: 1.000 0.127
High (YTD): 7/16/2024 1.000
Low (YTD): 2/26/2024 0.127
52W High: 7/16/2024 1.000
52W Low: 2/26/2024 0.127
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   0.781
Avg. volume 1M:   0.000
Avg. price 6M:   0.489
Avg. volume 6M:   0.000
Avg. price 1Y:   0.435
Avg. volume 1Y:   0.000
Volatility 1M:   145.89%
Volatility 6M:   174.09%
Volatility 1Y:   152.08%
Volatility 3Y:   -