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Morgan Stanley Call 5.5 FMV 20.06.../  DE000MB7WFL7  /

Stuttgart
25/09/2024  18:31:08 Chg.- Bid11:20:59 Ask11:20:59 Underlying Strike price Expiration date Option type
1.67EUR - 1.75
Bid Size: 3,750		 1.80
Ask Size: 3,750		 FIRST MAJESTIC SILVE... 5.50 - 20/06/2025 Call
 

Master data

WKN: MB7WFL
Issuer: Morgan Stanley
Currency: EUR
Underlying: FIRST MAJESTIC SILVER
Type: Warrant
Option type: Call
Strike price: 5.50 -
Maturity: 20/06/2025
Issue date: 26/06/2023
Last trading day: 20/06/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.25
Implied volatility: 0.82
Historic volatility: 0.54
Parity: 0.25
Time value: 1.47
Break-even: 7.22
Moneyness: 1.05
Premium: 0.26
Premium p.a.: 0.36
Spread abs.: 0.05
Spread %: 2.99%
Delta: 0.67
Theta: 0.00
Omega: 2.25
Rho: 0.02
 

Quote data

Open: 1.68
High: 1.68
Low: 1.67
Previous Close: 1.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.38%
1 Month  
+25.56%
3 Months  
+6.37%
YTD
  -12.57%
1 Year  
+29.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.67 1.46
1M High / 1M Low: 1.67 0.72
6M High / 6M Low: 3.42 0.72
High (YTD): 09/04/2024 3.42
Low (YTD): 10/09/2024 0.72
52W High: 09/04/2024 3.42
52W Low: 10/09/2024 0.72
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   1.88
Avg. volume 6M:   155.05
Avg. price 1Y:   1.66
Avg. volume 1Y:   107.43
Volatility 1M:   216.50%
Volatility 6M:   152.09%
Volatility 1Y:   135.11%
Volatility 3Y:   -