Morgan Stanley Call 97.5 4I1 20.12.2024
/ DE000MB3XJF8
Morgan Stanley Call 97.5 4I1 20.1.../ DE000MB3XJF8 /
| 7/31/2024 9:03:50 PM |
Chg.- |
Bid8:00:07 PM |
Ask8:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PHILIP MORRIS INTL I... |
97.50 - |
12/20/2024 |
Call |
Master data
| WKN: |
MB3XJF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
PHILIP MORRIS INTL INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/23/2023 |
| Last trading day: |
8/1/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.15 |
| Parity: |
0.89 |
| Time value: |
0.95 |
| Break-even: |
115.90 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
1.10% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
3.96 |
| Rho: |
0.21 |
Quote data
| Open: |
1.76 |
| High: |
1.86 |
| Low: |
1.76 |
| Previous Close: |
1.74 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.53% |
| 1 Month |
|
|
+141.56% |
| 3 Months |
|
|
+279.59% |
| YTD |
|
|
+244.44% |
| 1 Year |
|
|
+104.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.61 |
| 1M High / 1M Low: |
1.86 |
0.73 |
| 6M High / 6M Low: |
1.86 |
0.22 |
| High (YTD): |
7/31/2024 |
1.86 |
| Low (YTD): |
2/15/2024 |
0.22 |
| 52W High: |
7/31/2024 |
1.86 |
| 52W Low: |
2/15/2024 |
0.22 |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.60 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
108.51% |
| Volatility 6M: |
|
148.05% |
| Volatility 1Y: |
|
131.47% |
| Volatility 3Y: |
|
- |
