Morgan Stanley Call 57.5 PHM7 20.12.2024
/ DE000MB81PB4
Morgan Stanley Call 57.5 PHM7 20..../ DE000MB81PB4 /
2024-11-19 4:35:28 PM |
Chg.-0.006 |
Bid6:12:05 PM |
Ask6:12:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
-9.09% |
0.068 Bid Size: 175,000 |
0.070 Ask Size: 175,000 |
ALTRIA GRP INC. DL... |
57.50 - |
2024-12-20 |
Call |
Master data
WKN: |
MB81PB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ALTRIA GRP INC. DL-,333 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
57.50 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
77.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
-0.43 |
Time value: |
0.07 |
Break-even: |
58.19 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
1.89 |
Spread abs.: |
0.00 |
Spread %: |
2.99% |
Delta: |
0.24 |
Theta: |
-0.03 |
Omega: |
18.20 |
Rho: |
0.01 |
Quote data
Open: |
0.060 |
High: |
0.060 |
Low: |
0.060 |
Previous Close: |
0.066 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+93.55% |
1 Month |
|
|
+328.57% |
3 Months |
|
|
+39.53% |
YTD |
|
|
+215.79% |
1 Year |
|
|
+150.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.066 |
0.031 |
1M High / 1M Low: |
0.066 |
0.005 |
6M High / 6M Low: |
0.092 |
0.005 |
High (YTD): |
2024-09-05 |
0.092 |
Low (YTD): |
2024-10-31 |
0.005 |
52W High: |
2024-09-05 |
0.092 |
52W Low: |
2024-10-31 |
0.005 |
Avg. price 1W: |
|
0.049 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.028 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.033 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.026 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,634.49% |
Volatility 6M: |
|
1,050.16% |
Volatility 1Y: |
|
745.99% |
Volatility 3Y: |
|
- |