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Morgan Stanley Call 107.5 4I1 20..../  DE000MB3XJJ0  /

Stuttgart
2024-09-20  9:01:54 PM Chg.-0.01 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.22EUR -0.81% -
Bid Size: -		 -
Ask Size: -		 PHILIP MORRIS INTL I... 107.50 - 2024-12-20 Call
 

Master data

WKN: MB3XJJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 107.50 -
Maturity: 2024-12-20
Issue date: 2023-02-23
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.26
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.07
Implied volatility: 0.58
Historic volatility: 0.15
Parity: 0.07
Time value: 1.24
Break-even: 120.60
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 1.55%
Delta: 0.58
Theta: -0.07
Omega: 4.77
Rho: 0.12
 

Quote data

Open: 1.20
High: 1.22
Low: 1.20
Previous Close: 1.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.24%
1 Month
  -4.69%
3 Months  
+369.23%
YTD  
+430.43%
1 Year  
+229.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.74 1.22
1M High / 1M Low: 1.93 1.22
6M High / 6M Low: 1.93 0.10
High (YTD): 2024-09-09 1.93
Low (YTD): 2024-02-15 0.08
52W High: 2024-09-09 1.93
52W Low: 2024-02-15 0.08
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   0.62
Avg. volume 6M:   0.00
Avg. price 1Y:   0.42
Avg. volume 1Y:   313.73
Volatility 1M:   110.42%
Volatility 6M:   160.85%
Volatility 1Y:   155.25%
Volatility 3Y:   -