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Morgan Stanley Call 45 SII 20.12..../  DE000MB3EV46  /

Stuttgart
2024-06-06  8:48:08 PM Chg.+0.14 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.17EUR +13.59% -
Bid Size: -		 -
Ask Size: -		 WHEATON PREC. METALS 45.00 - 2024-12-20 Call
 

Master data

WKN: MB3EV4
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-12-20
Issue date: 2023-02-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.74
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.43
Implied volatility: 0.55
Historic volatility: 0.26
Parity: 0.43
Time value: 0.61
Break-even: 55.40
Moneyness: 1.10
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 1.96%
Delta: 0.68
Theta: -0.02
Omega: 3.25
Rho: 0.13
 

Quote data

Open: 1.05
High: 1.17
Low: 1.05
Previous Close: 1.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.65%
1 Month  
+11.43%
3 Months  
+134.00%
YTD  
+34.48%
1 Year  
+25.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 0.96
1M High / 1M Low: 1.37 0.96
6M High / 6M Low: 1.37 0.27
High (YTD): 2024-05-20 1.37
Low (YTD): 2024-02-26 0.27
52W High: 2024-05-20 1.37
52W Low: 2024-02-26 0.27
Avg. price 1W:   1.11
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   0.80
Avg. volume 6M:   0.00
Avg. price 1Y:   0.74
Avg. volume 1Y:   0.00
Volatility 1M:   92.52%
Volatility 6M:   130.62%
Volatility 1Y:   115.07%
Volatility 3Y:   -