Morgan Stanley Call 87.5 4I1 20.12.2024
/ DE000MB4GJT2
Morgan Stanley Call 87.5 4I1 20.1.../ DE000MB4GJT2 /
26/09/2024 11:26:30 |
Chg.-0.01 |
Bid26/09/2024 |
Ask26/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
3.06EUR |
-0.33% |
3.06 Bid Size: 10,000 |
3.10 Ask Size: 10,000 |
PHILIP MORRIS INTL I... |
87.50 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
16/03/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.25 |
Intrinsic value: |
2.18 |
Implied volatility: |
0.94 |
Historic volatility: |
0.15 |
Parity: |
2.18 |
Time value: |
0.92 |
Break-even: |
118.50 |
Moneyness: |
1.25 |
Premium: |
0.08 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.01 |
Spread %: |
0.32% |
Delta: |
0.77 |
Theta: |
-0.09 |
Omega: |
2.71 |
Rho: |
0.12 |
Quote data
Open: |
3.06 |
High: |
3.06 |
Low: |
3.06 |
Previous Close: |
3.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.52% |
1 Month |
|
|
-0.97% |
3 Months |
|
|
+96.15% |
YTD |
|
|
+191.43% |
1 Year |
|
|
+175.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.07 |
2.90 |
1M High / 1M Low: |
3.66 |
2.90 |
6M High / 6M Low: |
3.66 |
0.60 |
High (YTD): |
09/09/2024 |
3.66 |
Low (YTD): |
15/04/2024 |
0.60 |
52W High: |
09/09/2024 |
3.66 |
52W Low: |
15/04/2024 |
0.60 |
Avg. price 1W: |
|
3.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.43 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
54.13% |
Volatility 6M: |
|
86.36% |
Volatility 1Y: |
|
95.79% |
Volatility 3Y: |
|
- |