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

EUWAX
17/06/2024  10:15:08 Chg.-0.01 Bid13:11:18 Ask13:11:18 Underlying Strike price Expiration date Option type
1.82EUR -0.55% 1.82
Bid Size: 2,000		 -
Ask Size: -		 PHILIP MORRIS INTL I... 82.50 - 21/06/2024 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: 21/06/2024
Issue date: 26/10/2022
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.11
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.30
Implied volatility: 2.97
Historic volatility: 0.15
Parity: 1.30
Time value: 0.57
Break-even: 101.20
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 1.08%
Delta: 0.73
Theta: -1.22
Omega: 3.75
Rho: 0.01
 

Quote data

Open: 1.82
High: 1.82
Low: 1.82
Previous Close: 1.83
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.00%
1 Month  
+8.98%
3 Months  
+70.09%
YTD  
+47.97%
1 Year  
+22.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.00 1.82
1M High / 1M Low: 2.01 1.59
6M High / 6M Low: 2.01 0.73
High (YTD): 05/06/2024 2.01
Low (YTD): 15/04/2024 0.73
52W High: 05/06/2024 2.01
52W Low: 15/04/2024 0.73
Avg. price 1W:   1.90
Avg. volume 1W:   0.00
Avg. price 1M:   1.79
Avg. volume 1M:   0.00
Avg. price 6M:   1.21
Avg. volume 6M:   3.50
Avg. price 1Y:   1.29
Avg. volume 1Y:   1.71
Volatility 1M:   70.86%
Volatility 6M:   104.16%
Volatility 1Y:   98.36%
Volatility 3Y:   -