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Morgan Stanley Call 44 SII 20.12..../  DE000MB3EV38  /

Stuttgart
2024-06-25  4:29:38 PM Chg.0.00 Bid6:01:14 PM Ask6:01:14 PM Underlying Strike price Expiration date Option type
1.07EUR 0.00% 1.08
Bid Size: 80,000		 1.10
Ask Size: 80,000		 WHEATON PREC. METALS 44.00 - 2024-12-20 Call
 

Master data

WKN: MB3EV3
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 2024-12-20
Issue date: 2023-02-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.56
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.57
Implied volatility: 0.56
Historic volatility: 0.27
Parity: 0.57
Time value: 0.52
Break-even: 54.90
Moneyness: 1.13
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 1.87%
Delta: 0.71
Theta: -0.02
Omega: 3.23
Rho: 0.12
 

Quote data

Open: 1.07
High: 1.07
Low: 1.07
Previous Close: 1.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.88%
1 Month
  -18.32%
3 Months  
+94.55%
YTD  
+15.05%
1 Year  
+46.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.12 1.01
1M High / 1M Low: 1.37 1.01
6M High / 6M Low: 1.45 0.30
High (YTD): 2024-05-20 1.45
Low (YTD): 2024-02-26 0.30
52W High: 2024-05-20 1.45
52W Low: 2024-02-26 0.30
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   52.90
Avg. price 6M:   0.88
Avg. volume 6M:   355.46
Avg. price 1Y:   0.80
Avg. volume 1Y:   317.44
Volatility 1M:   116.73%
Volatility 6M:   130.18%
Volatility 1Y:   116.42%
Volatility 3Y:   -