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Morgan Stanley Call 87.5 4I1 20.1.../  DE000MB4GJT2  /

Stuttgart
2024-06-20  5:59:06 PM Chg.0.00 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.40EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 PHILIP MORRIS INTL I... 87.50 - 2024-12-20 Call
 

Master data

WKN: MB4GJT
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 87.50 -
Maturity: 2024-12-20
Issue date: 2023-03-16
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.50
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.67
Implied volatility: 0.39
Historic volatility: 0.15
Parity: 0.67
Time value: 0.78
Break-even: 102.00
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 3.57%
Delta: 0.68
Theta: -0.03
Omega: 4.43
Rho: 0.25
 

Quote data

Open: 1.41
High: 1.41
Low: 1.40
Previous Close: 1.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.04%
1 Month  
+2.19%
3 Months  
+60.92%
YTD  
+33.33%
1 Year  
+8.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.49 1.40
1M High / 1M Low: 1.69 1.24
6M High / 6M Low: 1.69 0.60
High (YTD): 2024-06-06 1.69
Low (YTD): 2024-04-15 0.60
52W High: 2024-06-06 1.69
52W Low: 2024-04-15 0.60
Avg. price 1W:   1.43
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   1.01
Avg. volume 6M:   0.00
Avg. price 1Y:   1.10
Avg. volume 1Y:   0.00
Volatility 1M:   70.06%
Volatility 6M:   101.79%
Volatility 1Y:   93.97%
Volatility 3Y:   -