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Morgan Stanley Call 5.5 FMV 20.12.../  DE000MB40493  /

Stuttgart
2024-06-25  8:09:25 PM Chg.-0.11 Bid8:17:55 PM Ask8:17:55 PM Underlying Strike price Expiration date Option type
1.21EUR -8.33% 1.20
Bid Size: 30,000		 1.28
Ask Size: 30,000		 FIRST MAJESTIC SILVE... 5.50 - 2024-12-20 Call
 

Master data

WKN: MB4049
Issuer: Morgan Stanley
Currency: EUR
Underlying: FIRST MAJESTIC SILVER
Type: Warrant
Option type: Call
Strike price: 5.50 -
Maturity: 2024-12-20
Issue date: 2023-02-28
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.14
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.17
Implied volatility: 0.81
Historic volatility: 0.52
Parity: 0.17
Time value: 1.20
Break-even: 6.87
Moneyness: 1.03
Premium: 0.21
Premium p.a.: 0.48
Spread abs.: 0.09
Spread %: 7.03%
Delta: 0.64
Theta: 0.00
Omega: 2.66
Rho: 0.01
 

Quote data

Open: 1.28
High: 1.28
Low: 1.21
Previous Close: 1.32
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -43.98%
3 Months  
+17.48%
YTD
  -21.43%
1 Year
  -19.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.53 1.32
1M High / 1M Low: 2.46 1.29
6M High / 6M Low: 3.15 0.57
High (YTD): 2024-04-09 3.15
Low (YTD): 2024-02-13 0.57
52W High: 2024-04-09 3.15
52W Low: 2024-02-13 0.57
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   1.48
Avg. volume 6M:   0.00
Avg. price 1Y:   1.50
Avg. volume 1Y:   0.00
Volatility 1M:   116.34%
Volatility 6M:   159.83%
Volatility 1Y:   146.97%
Volatility 3Y:   -