OverviewChartNewsTraderScreen

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

Stuttgart
2024-06-21  8:59:03 PM Chg.- Bid10:06:32 AM Ask10:06:32 AM Underlying Strike price Expiration date Option type
0.260EUR - 0.260
Bid Size: 10,000		 0.290
Ask Size: 10,000		 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: 34.63
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.15
Parity: -1.40
Time value: 0.27
Break-even: 110.20
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.28
Theta: -0.02
Omega: 9.72
Rho: 0.12
 

Quote data

Open: 0.250
High: 0.270
Low: 0.250
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month  
+7.44%
3 Months  
+120.34%
YTD  
+13.04%
1 Year
  -48.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.380 0.218
6M High / 6M Low: 0.380 0.079
High (YTD): 2024-06-06 0.380
Low (YTD): 2024-02-15 0.079
52W High: 2023-07-14 0.570
52W Low: 2024-02-15 0.079
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   645.161
Avg. price 1Y:   0.274
Avg. volume 1Y:   314.961
Volatility 1M:   169.85%
Volatility 6M:   173.04%
Volatility 1Y:   144.65%
Volatility 3Y:   -