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Morgan Stanley Call 87.5 4I1 21.0.../  DE000MD9T0T3  /

EUWAX
2024-05-31  8:50:55 PM Chg.- Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
1.26EUR - -
Bid Size: -		 -
Ask Size: -		 PHILIP MORRIS INTL I... 87.50 - 2024-06-21 Call
 

Master data

WKN: MD9T0T
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 87.50 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.17
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.79
Implied volatility: 1.14
Historic volatility: 0.15
Parity: 0.79
Time value: 0.54
Break-even: 100.80
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 2.53
Spread abs.: 0.02
Spread %: 1.53%
Delta: 0.69
Theta: -0.26
Omega: 4.92
Rho: 0.02
 

Quote data

Open: 1.13
High: 1.26
Low: 1.13
Previous Close: 1.13
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+8.62%
1 Month  
+20.00%
3 Months  
+168.09%
YTD  
+44.83%
1 Year  
+46.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.26 1.13
1M High / 1M Low: 1.30 0.95
6M High / 6M Low: 1.30 0.38
High (YTD): 2024-05-16 1.30
Low (YTD): 2024-04-15 0.38
52W High: 2023-07-14 1.45
52W Low: 2024-04-15 0.38
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.16
Avg. volume 1M:   0.00
Avg. price 6M:   0.76
Avg. volume 6M:   0.00
Avg. price 1Y:   0.90
Avg. volume 1Y:   0.00
Volatility 1M:   99.21%
Volatility 6M:   153.76%
Volatility 1Y:   127.27%
Volatility 3Y:   -