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Morgan Stanley Call 122.5 4I1 21..../  DE000MB0Y0T9  /

EUWAX
10/05/2024  20:52:22 Chg.- Bid08:32:57 Ask08:32:57 Underlying Strike price Expiration date Option type
0.013EUR - 0.003
Bid Size: 2,000		 0.040
Ask Size: 2,000		 PHILIP MORRIS INTL I... 122.50 - 21/06/2024 Call
 

Master data

WKN: MB0Y0T
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 122.50 -
Maturity: 21/06/2024
Issue date: 23/11/2022
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 231.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.15
Parity: -3.00
Time value: 0.04
Break-even: 122.90
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 11.53
Spread abs.: 0.03
Spread %: 207.69%
Delta: 0.06
Theta: -0.02
Omega: 14.42
Rho: 0.01
 

Quote data

Open: 0.005
High: 0.013
Low: 0.005
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -7.14%
3 Months     0.00%
YTD
  -31.58%
1 Year
  -88.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.013
1M High / 1M Low: 0.014 0.013
6M High / 6M Low: 0.032 0.007
High (YTD): 04/01/2024 0.025
Low (YTD): 21/03/2024 0.007
52W High: 15/05/2023 0.116
52W Low: 21/03/2024 0.007
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.017
Avg. volume 6M:   0.000
Avg. price 1Y:   0.041
Avg. volume 1Y:   0.000
Volatility 1M:   25.91%
Volatility 6M:   194.97%
Volatility 1Y:   173.95%
Volatility 3Y:   -