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Morgan Stanley Call 40 SII 20.12..../  DE000MB3EUZ3  /

Stuttgart
06/06/2024  10:20:29 Chg.+0.03 Bid12:32:23 Ask12:32:23 Underlying Strike price Expiration date Option type
1.44EUR +2.13% 1.44
Bid Size: 10,000		 1.46
Ask Size: 10,000		 WHEATON PREC. METALS 40.00 - 20/12/2024 Call
 

Master data

WKN: MB3EUZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 20/12/2024
Issue date: 08/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.93
Implied volatility: 0.64
Historic volatility: 0.26
Parity: 0.93
Time value: 0.49
Break-even: 54.20
Moneyness: 1.23
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 1.43%
Delta: 0.77
Theta: -0.02
Omega: 2.66
Rho: 0.13
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.73%
1 Month  
+1.41%
3 Months  
+100.00%
YTD  
+23.08%
1 Year  
+22.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.34
1M High / 1M Low: 1.77 1.34
6M High / 6M Low: 1.77 0.43
High (YTD): 20/05/2024 1.77
Low (YTD): 26/02/2024 0.43
52W High: 20/05/2024 1.77
52W Low: 26/02/2024 0.43
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.58
Avg. volume 1M:   43.48
Avg. price 6M:   1.11
Avg. volume 6M:   56
Avg. price 1Y:   1.01
Avg. volume 1Y:   42.97
Volatility 1M:   73.75%
Volatility 6M:   111.16%
Volatility 1Y:   100.10%
Volatility 3Y:   -