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Morgan Stanley Call 25 7HP 20.12..../  DE000MB48TZ4  /

Stuttgart
2024-06-14  9:59:55 AM Chg.-0.39 Bid12:40:30 PM Ask12:40:30 PM Underlying Strike price Expiration date Option type
11.18EUR -3.37% 11.25
Bid Size: 750		 11.35
Ask Size: 750		 HP INC DL... 25.00 - 2024-12-20 Call
 

Master data

WKN: MB48TZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: HP INC DL -,01
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-12-20
Issue date: 2023-03-09
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.96
Leverage: Yes

Calculated values

Fair value: 9.50
Intrinsic value: 8.95
Implied volatility: 0.67
Historic volatility: 0.26
Parity: 8.95
Time value: 2.51
Break-even: 36.46
Moneyness: 1.36
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.10
Spread %: 0.88%
Delta: 0.82
Theta: -0.01
Omega: 2.43
Rho: 0.08
 

Quote data

Open: 11.18
High: 11.18
Low: 11.18
Previous Close: 11.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.72%
1 Month  
+78.88%
3 Months  
+72.53%
YTD  
+81.49%
1 Year  
+42.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.57 10.53
1M High / 1M Low: 11.57 6.25
6M High / 6M Low: 11.57 4.00
High (YTD): 2024-06-13 11.57
Low (YTD): 2024-04-18 4.00
52W High: 2024-06-13 11.57
52W Low: 2023-10-02 3.96
Avg. price 1W:   11.08
Avg. volume 1W:   0.00
Avg. price 1M:   8.80
Avg. volume 1M:   0.00
Avg. price 6M:   6.00
Avg. volume 6M:   0.00
Avg. price 1Y:   6.18
Avg. volume 1Y:   0.00
Volatility 1M:   72.73%
Volatility 6M:   85.52%
Volatility 1Y:   80.76%
Volatility 3Y:   -