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Morgan Stanley Call 90 4I1 21.06..../  DE000MD9T0U1  /

EUWAX
2024-05-31  8:50:54 PM Chg.- Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
1.03EUR - -
Bid Size: -		 -
Ask Size: -		 PHILIP MORRIS INTL I... 90.00 - 2024-06-21 Call
 

Master data

WKN: MD9T0U
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.67
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.54
Implied volatility: 1.03
Historic volatility: 0.15
Parity: 0.54
Time value: 0.56
Break-even: 101.00
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 2.69
Spread abs.: 0.01
Spread %: 0.92%
Delta: 0.65
Theta: -0.24
Omega: 5.63
Rho: 0.02
 

Quote data

Open: 0.90
High: 1.03
Low: 0.90
Previous Close: 0.90
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+10.75%
1 Month  
+25.61%
3 Months  
+212.12%
YTD  
+45.07%
1 Year  
+41.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.03 0.90
1M High / 1M Low: 1.07 0.73
6M High / 6M Low: 1.07 0.25
High (YTD): 2024-05-16 1.07
Low (YTD): 2024-04-15 0.25
52W High: 2023-07-14 1.29
52W Low: 2024-04-15 0.25
Avg. price 1W:   0.95
Avg. volume 1W:   0.00
Avg. price 1M:   0.93
Avg. volume 1M:   0.00
Avg. price 6M:   0.59
Avg. volume 6M:   0.00
Avg. price 1Y:   0.74
Avg. volume 1Y:   0.00
Volatility 1M:   124.14%
Volatility 6M:   206.28%
Volatility 1Y:   162.33%
Volatility 3Y:   -