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Morgan Stanley Call 49 SII 21.06..../  DE000MB0M0V9  /

EUWAX
5/23/2024  9:07:14 AM Chg.-0.030 Bid12:43:19 PM Ask12:43:19 PM Underlying Strike price Expiration date Option type
0.660EUR -4.35% 0.690
Bid Size: 10,000		 0.710
Ask Size: 10,000		 WHEATON PREC. METALS 49.00 - 6/21/2024 Call
 

Master data

WKN: MB0M0V
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 49.00 -
Maturity: 6/21/2024
Issue date: 11/15/2022
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.07
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.33
Implied volatility: 0.97
Historic volatility: 0.26
Parity: 0.33
Time value: 0.41
Break-even: 56.40
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 1.59
Spread abs.: 0.02
Spread %: 2.78%
Delta: 0.65
Theta: -0.09
Omega: 4.59
Rho: 0.02
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+43.48%
3 Months  
+816.67%
YTD  
+50.00%
1 Year  
+4.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.660
1M High / 1M Low: 0.820 0.440
6M High / 6M Low: 0.820 0.060
High (YTD): 5/20/2024 0.820
Low (YTD): 2/26/2024 0.060
52W High: 5/20/2024 0.820
52W Low: 2/26/2024 0.060
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.582
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   0.348
Avg. volume 1Y:   0.000
Volatility 1M:   177.11%
Volatility 6M:   232.91%
Volatility 1Y:   195.89%
Volatility 3Y:   -