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Morgan Stanley Call 6 FMV 21.06.2.../  DE000MB3YML8  /

Stuttgart
28/05/2024  10:51:17 Chg.-0.03 Bid14:09:28 Ask14:09:28 Underlying Strike price Expiration date Option type
1.41EUR -2.08% 1.41
Bid Size: 3,750		 1.45
Ask Size: 3,750		 FIRST MAJESTIC SILVE... 6.00 - 21/06/2024 Call
 

Master data

WKN: MB3YML
Issuer: Morgan Stanley
Currency: EUR
Underlying: FIRST MAJESTIC SILVER
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 21/06/2024
Issue date: 27/02/2023
Last trading day: 21/06/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.29
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.60
Implied volatility: 1.89
Historic volatility: 0.50
Parity: 0.60
Time value: 0.94
Break-even: 7.54
Moneyness: 1.10
Premium: 0.14
Premium p.a.: 6.55
Spread abs.: 0.07
Spread %: 4.76%
Delta: 0.67
Theta: -0.02
Omega: 2.88
Rho: 0.00
 

Quote data

Open: 1.41
High: 1.41
Low: 1.41
Previous Close: 1.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.76%
1 Month  
+29.36%
3 Months  
+642.11%
YTD  
+51.61%
1 Year  
+8.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.58 1.10
1M High / 1M Low: 1.84 0.86
6M High / 6M Low: 2.25 0.19
High (YTD): 09/04/2024 2.25
Low (YTD): 28/02/2024 0.19
52W High: 09/04/2024 2.25
52W Low: 28/02/2024 0.19
Avg. price 1W:   1.33
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   0.79
Avg. volume 6M:   26.02
Avg. price 1Y:   0.89
Avg. volume 1Y:   12.60
Volatility 1M:   268.73%
Volatility 6M:   258.18%
Volatility 1Y:   213.62%
Volatility 3Y:   -