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Morgan Stanley Call 48 SII 20.12..../  DE000MB3EV79  /

Stuttgart
2024-06-06  4:11:30 PM Chg.+0.030 Bid6:32:31 PM Ask6:32:31 PM Underlying Strike price Expiration date Option type
0.860EUR +3.61% 0.930
Bid Size: 80,000		 0.950
Ask Size: 80,000		 WHEATON PREC. METALS 48.00 - 2024-12-20 Call
 

Master data

WKN: MB3EV7
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-12-20
Issue date: 2023-02-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.87
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.13
Implied volatility: 0.51
Historic volatility: 0.26
Parity: 0.13
Time value: 0.71
Break-even: 56.40
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.62
Theta: -0.02
Omega: 3.66
Rho: 0.12
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.50%
1 Month     0.00%
3 Months  
+120.51%
YTD  
+19.44%
1 Year  
+6.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.770
1M High / 1M Low: 1.150 0.770
6M High / 6M Low: 1.150 0.211
High (YTD): 2024-05-20 1.150
Low (YTD): 2024-02-26 0.211
52W High: 2024-05-20 1.150
52W Low: 2024-02-26 0.211
Avg. price 1W:   0.906
Avg. volume 1W:   0.000
Avg. price 1M:   0.980
Avg. volume 1M:   0.000
Avg. price 6M:   0.654
Avg. volume 6M:   0.000
Avg. price 1Y:   0.608
Avg. volume 1Y:   0.000
Volatility 1M:   105.07%
Volatility 6M:   143.21%
Volatility 1Y:   123.22%
Volatility 3Y:   -