Morgan Stanley Call 47 SII 21.06.2024
/ DE000MB0M0U1
Morgan Stanley Call 47 SII 21.06..../ DE000MB0M0U1 /
| 5/9/2024 8:16:52 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
WHEATON PREC. METALS |
47.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
MB0M0U |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
WHEATON PREC. METALS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
11/15/2022 |
| Last trading day: |
5/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.26 |
| Parity: |
0.63 |
| Time value: |
0.23 |
| Break-even: |
55.60 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
4.62 |
| Rho: |
0.03 |
Quote data
| Open: |
0.740 |
| High: |
0.820 |
| Low: |
0.730 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+49.09% |
| 3 Months |
|
|
+811.11% |
| YTD |
|
|
+51.85% |
| 1 Year |
|
|
+3.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.820 |
0.550 |
| 6M High / 6M Low: |
0.820 |
0.079 |
| High (YTD): |
5/9/2024 |
0.820 |
| Low (YTD): |
2/26/2024 |
0.079 |
| 52W High: |
5/9/2024 |
0.820 |
| 52W Low: |
2/26/2024 |
0.079 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
103.448 |
| Avg. price 1Y: |
|
0.414 |
| Avg. volume 1Y: |
|
80.645 |
| Volatility 1M: |
|
152.64% |
| Volatility 6M: |
|
213.95% |
| Volatility 1Y: |
|
184.38% |
| Volatility 3Y: |
|
- |
