Morgan Stanley Call 58 SII 20.12.2024
/ DE000MB4NQB1
Morgan Stanley Call 58 SII 20.12..../ DE000MB4NQB1 /
9/10/2024 2:21:28 PM |
Chg.+0.020 |
Bid5:24:44 PM |
Ask5:24:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
+4.76% |
0.400 Bid Size: 80,000 |
0.420 Ask Size: 80,000 |
WHEATON PREC. METALS |
58.00 - |
12/20/2024 |
Call |
Master data
WKN: |
MB4NQB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
WHEATON PREC. METALS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 - |
Maturity: |
12/20/2024 |
Issue date: |
3/21/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.26 |
Parity: |
-0.49 |
Time value: |
0.44 |
Break-even: |
62.40 |
Moneyness: |
0.91 |
Premium: |
0.18 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.02 |
Spread %: |
4.76% |
Delta: |
0.45 |
Theta: |
-0.03 |
Omega: |
5.41 |
Rho: |
0.05 |
Quote data
Open: |
0.430 |
High: |
0.440 |
Low: |
0.430 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.35% |
1 Month |
|
|
+29.41% |
3 Months |
|
|
+22.22% |
YTD |
|
|
+22.22% |
1 Year |
|
|
+62.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.410 |
1M High / 1M Low: |
0.660 |
0.400 |
6M High / 6M Low: |
0.750 |
0.142 |
High (YTD): |
7/16/2024 |
0.750 |
Low (YTD): |
2/26/2024 |
0.097 |
52W High: |
7/16/2024 |
0.750 |
52W Low: |
2/26/2024 |
0.097 |
Avg. price 1W: |
|
0.456 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.532 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.416 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.342 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
163.39% |
Volatility 6M: |
|
182.67% |
Volatility 1Y: |
|
167.23% |
Volatility 3Y: |
|
- |