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Morgan Stanley Call 47 SII 20.12..../  DE000MB3EV61  /

Stuttgart
2024-06-06  10:20:29 AM Chg.+0.010 Bid10:25:53 AM Ask10:25:53 AM Underlying Strike price Expiration date Option type
0.910EUR +1.11% 0.930
Bid Size: 10,000		 0.950
Ask Size: 10,000		 WHEATON PREC. METALS 47.00 - 2024-12-20 Call
 

Master data

WKN: MB3EV6
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 47.00 -
Maturity: 2024-12-20
Issue date: 2023-02-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.42
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.23
Implied volatility: 0.53
Historic volatility: 0.26
Parity: 0.23
Time value: 0.68
Break-even: 56.10
Moneyness: 1.05
Premium: 0.14
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 2.25%
Delta: 0.64
Theta: -0.02
Omega: 3.50
Rho: 0.12
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.27%
1 Month
  -1.09%
3 Months  
+116.67%
YTD  
+18.18%
1 Year  
+7.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.830
1M High / 1M Low: 1.220 0.830
6M High / 6M Low: 1.220 0.230
High (YTD): 2024-05-20 1.220
Low (YTD): 2024-02-26 0.230
52W High: 2024-05-20 1.220
52W Low: 2024-02-26 0.230
Avg. price 1W:   0.972
Avg. volume 1W:   0.000
Avg. price 1M:   1.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   0.650
Avg. volume 1Y:   0.000
Volatility 1M:   100.35%
Volatility 6M:   141.04%
Volatility 1Y:   122.24%
Volatility 3Y:   -