Morgan Stanley Call 57.5 PHM7 20..../  DE000MB81PB4  /

Stuttgart
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:   -