Morgan Stanley Call 60 SII 20.06..../  DE000MB7WZW2  /

Stuttgart
2024-09-26  6:13:28 PM Chg.+0.050 Bid8:29:45 PM Ask8:29:45 PM Underlying Strike price Expiration date Option type
0.930EUR +5.68% 0.930
Bid Size: 80,000
0.950
Ask Size: 80,000
WHEATON PREC. METALS 60.00 - 2025-06-20 Call
 

Master data

WKN: MB7WZW
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-06-20
Issue date: 2023-06-26
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.20
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.26
Parity: -0.24
Time value: 0.93
Break-even: 69.30
Moneyness: 0.96
Premium: 0.20
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 2.20%
Delta: 0.57
Theta: -0.02
Omega: 3.53
Rho: 0.17
 

Quote data

Open: 0.940
High: 0.940
Low: 0.930
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.41%
1 Month  
+13.41%
3 Months  
+106.67%
YTD  
+106.67%
1 Year  
+173.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.820
1M High / 1M Low: 0.880 0.610
6M High / 6M Low: 0.900 0.240
High (YTD): 2024-07-16 0.900
Low (YTD): 2024-02-26 0.171
52W High: 2024-07-16 0.900
52W Low: 2024-02-26 0.171
Avg. price 1W:   0.838
Avg. volume 1W:   0.000
Avg. price 1M:   0.758
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   0.483
Avg. volume 1Y:   13.477
Volatility 1M:   106.61%
Volatility 6M:   134.15%
Volatility 1Y:   127.40%
Volatility 3Y:   -