Morgan Stanley Call 92.5 4I1 20.12.2024
/ DE000MB40MV5
Morgan Stanley Call 92.5 4I1 20.1.../ DE000MB40MV5 /
| 29/07/2024 18:55:00 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PHILIP MORRIS INTL I... |
92.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB40MV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
PHILIP MORRIS INTL INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
28/02/2023 |
| Last trading day: |
30/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.15 |
| Parity: |
1.39 |
| Time value: |
0.81 |
| Break-even: |
114.50 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
3.56 |
| Rho: |
0.22 |
Quote data
| Open: |
2.10 |
| High: |
2.16 |
| Low: |
2.03 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+89.47% |
| 3 Months |
|
|
+208.57% |
| YTD |
|
|
+176.92% |
| 1 Year |
|
|
+81.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
2.04 |
| 1M High / 1M Low: |
2.16 |
1.06 |
| 6M High / 6M Low: |
2.16 |
0.39 |
| High (YTD): |
29/07/2024 |
2.16 |
| Low (YTD): |
01/03/2024 |
0.39 |
| 52W High: |
29/07/2024 |
2.16 |
| 52W Low: |
01/03/2024 |
0.39 |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.84 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
100.55% |
| Volatility 6M: |
|
116.17% |
| Volatility 1Y: |
|
107.59% |
| Volatility 3Y: |
|
- |
