Morgan Stanley Call 42.5 PHM7 20.12.2024
/ DE000MB81P73
Morgan Stanley Call 42.5 PHM7 20..../ DE000MB81P73 /
| 21/06/2024 15:49:22 |
Chg.+0.020 |
Bid18:40:07 |
Ask18:40:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+4.76% |
0.440
Bid Size: 200,000 |
0.450
Ask Size: 200,000 |
ALTRIA GRP INC. DL... |
42.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB81P7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ALTRIA GRP INC. DL-,333 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
28/06/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
-0.01 |
| Time value: |
0.42 |
| Break-even: |
46.70 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
5.80 |
| Rho: |
0.10 |
Quote data
| Open: |
0.410 |
| High: |
0.440 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.41% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
+193.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.340 |
| 1M High / 1M Low: |
0.460 |
0.340 |
| 6M High / 6M Low: |
0.460 |
0.091 |
| High (YTD): |
07/06/2024 |
0.460 |
| Low (YTD): |
04/03/2024 |
0.091 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.66% |
| Volatility 6M: |
|
137.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
