Morgan Stanley Call 43 SII 20.12.2024
/ DE000MB3EV20
Morgan Stanley Call 43 SII 20.12..../ DE000MB3EV20 /
2024-06-06 4:11:30 PM |
Chg.+0.03 |
Bid4:56:48 PM |
Ask4:56:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.21EUR |
+2.54% |
1.22 Bid Size: 80,000 |
1.25 Ask Size: 80,000 |
WHEATON PREC. METALS |
43.00 - |
2024-12-20 |
Call |
Master data
WKN: |
MB3EV2 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
WHEATON PREC. METALS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
43.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-08 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.59 |
Historic volatility: |
0.26 |
Parity: |
0.63 |
Time value: |
0.56 |
Break-even: |
54.90 |
Moneyness: |
1.15 |
Premium: |
0.11 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
1.71% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
2.98 |
Rho: |
0.13 |
Quote data
Open: |
1.20 |
High: |
1.21 |
Low: |
1.20 |
Previous Close: |
1.18 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.18% |
1 Month |
|
|
+1.68% |
3 Months |
|
|
+112.28% |
YTD |
|
|
+22.22% |
1 Year |
|
|
+17.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.41 |
1.10 |
1M High / 1M Low: |
1.53 |
1.10 |
6M High / 6M Low: |
1.53 |
0.33 |
High (YTD): |
2024-05-20 |
1.53 |
Low (YTD): |
2024-02-26 |
0.33 |
52W High: |
2024-05-20 |
1.53 |
52W Low: |
2024-02-26 |
0.33 |
Avg. price 1W: |
|
1.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.84 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
88.22% |
Volatility 6M: |
|
123.23% |
Volatility 1Y: |
|
109.71% |
Volatility 3Y: |
|
- |