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Morgan Stanley Call 90 4I1 20.12..../  DE000MB3XJC5  /

Stuttgart
2024-06-19  8:59:11 PM Chg.+0.03 Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
1.21EUR +2.54% -
Bid Size: -		 -
Ask Size: -		 PHILIP MORRIS INTL I... 90.00 - 2024-12-20 Call
 

Master data

WKN: MB3XJC
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-02-23
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.60
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.43
Implied volatility: 0.35
Historic volatility: 0.15
Parity: 0.43
Time value: 0.81
Break-even: 102.40
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 2.48%
Delta: 0.65
Theta: -0.03
Omega: 4.93
Rho: 0.25
 

Quote data

Open: 1.23
High: 1.23
Low: 1.21
Previous Close: 1.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.63%
1 Month  
+4.31%
3 Months  
+49.38%
YTD  
+34.44%
1 Year  
+3.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.31 1.18
1M High / 1M Low: 1.45 1.07
6M High / 6M Low: 1.45 0.47
High (YTD): 2024-06-06 1.45
Low (YTD): 2024-02-15 0.47
52W High: 2024-06-06 1.45
52W Low: 2024-02-15 0.47
Avg. price 1W:   1.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   0.85
Avg. volume 6M:   0.00
Avg. price 1Y:   0.95
Avg. volume 1Y:   0.00
Volatility 1M:   90.98%
Volatility 6M:   116.88%
Volatility 1Y:   103.42%
Volatility 3Y:   -