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

Stuttgart
2024-06-25  10:22:57 AM Chg.0.000 Bid4:07:55 PM Ask4:07:55 PM Underlying Strike price Expiration date Option type
0.990EUR 0.00% 1.000
Bid Size: 80,000		 1.020
Ask Size: 80,000		 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: 4.87
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.47
Implied volatility: 0.55
Historic volatility: 0.27
Parity: 0.47
Time value: 0.55
Break-even: 55.20
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 2.00%
Delta: 0.69
Theta: -0.02
Omega: 3.36
Rho: 0.12
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.06%
1 Month
  -19.51%
3 Months  
+94.12%
YTD  
+13.79%
1 Year  
+43.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.940
1M High / 1M Low: 1.300 0.940
6M High / 6M Low: 1.370 0.270
High (YTD): 2024-05-20 1.370
Low (YTD): 2024-02-26 0.270
52W High: 2024-05-20 1.370
52W Low: 2024-02-26 0.270
Avg. price 1W:   0.986
Avg. volume 1W:   0.000
Avg. price 1M:   1.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.821
Avg. volume 6M:   0.000
Avg. price 1Y:   0.748
Avg. volume 1Y:   0.000
Volatility 1M:   122.62%
Volatility 6M:   131.89%
Volatility 1Y:   118.01%
Volatility 3Y:   -