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Morgan Stanley Call 82.5 4I1 21.0.../  DE000MD9T0P1  /

EUWAX
2024-06-20  4:23:26 PM Chg.+0.01 Bid4:34:19 PM Ask4:34:19 PM Underlying Strike price Expiration date Option type
1.74EUR +0.58% 1.72
Bid Size: 80,000		 -
Ask Size: -		 PHILIP MORRIS INTL I... 82.50 - 2024-06-21 Call
 

Master data

WKN: MD9T0P
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 82.50 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.45
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 1.17
Implied volatility: 5.67
Historic volatility: 0.15
Parity: 1.17
Time value: 0.56
Break-even: 99.80
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -4.68
Omega: 3.94
Rho: 0.00
 

Quote data

Open: 1.75
High: 1.75
Low: 1.74
Previous Close: 1.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.40%
1 Month  
+6.10%
3 Months  
+50.00%
YTD  
+41.46%
1 Year  
+21.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.83 1.72
1M High / 1M Low: 2.01 1.59
6M High / 6M Low: 2.01 0.73
High (YTD): 2024-06-05 2.01
Low (YTD): 2024-04-15 0.73
52W High: 2024-06-05 2.01
52W Low: 2024-04-15 0.73
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.79
Avg. volume 1M:   0.00
Avg. price 6M:   1.23
Avg. volume 6M:   3.47
Avg. price 1Y:   1.30
Avg. volume 1Y:   1.70
Volatility 1M:   69.71%
Volatility 6M:   103.89%
Volatility 1Y:   98.08%
Volatility 3Y:   -