OverviewChartNewsTraderScreen

Morgan Stanley Call 5 FMV 20.12.2.../  DE000MB7M160  /

Stuttgart
2024-06-20  12:24:48 PM Chg.+0.16 Bid3:10:28 PM Ask3:10:28 PM Underlying Strike price Expiration date Option type
1.77EUR +9.94% 1.76
Bid Size: 2,500		 1.83
Ask Size: 2,500		 FIRST MAJESTIC SILVE... 5.00 - 2024-12-20 Call
 

Master data

WKN: MB7M16
Issuer: Morgan Stanley
Currency: EUR
Underlying: FIRST MAJESTIC SILVER
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 2024-12-20
Issue date: 2023-06-16
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.27
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.72
Implied volatility: 0.88
Historic volatility: 0.52
Parity: 0.72
Time value: 1.03
Break-even: 6.75
Moneyness: 1.14
Premium: 0.18
Premium p.a.: 0.39
Spread abs.: 0.11
Spread %: 6.71%
Delta: 0.71
Theta: 0.00
Omega: 2.33
Rho: 0.01
 

Quote data

Open: 1.77
High: 1.77
Low: 1.77
Previous Close: 1.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.03%
1 Month
  -43.99%
3 Months  
+30.15%
YTD
  -1.67%
1 Year  
+1.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.51
1M High / 1M Low: 3.16 1.51
6M High / 6M Low: 3.46 0.70
High (YTD): 2024-04-09 3.46
Low (YTD): 2024-02-13 0.70
52W High: 2024-04-09 3.46
52W Low: 2024-02-13 0.70
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   2.19
Avg. volume 1M:   0.00
Avg. price 6M:   1.73
Avg. volume 6M:   136
Avg. price 1Y:   1.73
Avg. volume 1Y:   118.16
Volatility 1M:   106.35%
Volatility 6M:   140.69%
Volatility 1Y:   131.73%
Volatility 3Y:   -