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Morgan Stanley Call 97.5 4I1 20.1.../  DE000MB3XJF8  /

Stuttgart
2024-06-21  8:59:03 PM Chg.- Bid10:02:27 AM Ask10:02:27 AM Underlying Strike price Expiration date Option type
0.690EUR - 0.690
Bid Size: 5,000		 0.730
Ask Size: 5,000		 PHILIP MORRIS INTL I... 97.50 - 2024-12-20 Call
 

Master data

WKN: MB3XJF
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 97.50 -
Maturity: 2024-12-20
Issue date: 2023-02-23
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.17
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.15
Parity: -0.40
Time value: 0.71
Break-even: 104.60
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 2.90%
Delta: 0.50
Theta: -0.03
Omega: 6.57
Rho: 0.19
 

Quote data

Open: 0.690
High: 0.700
Low: 0.690
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month  
+7.81%
3 Months  
+109.09%
YTD  
+27.78%
1 Year
  -21.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.680
1M High / 1M Low: 0.900 0.590
6M High / 6M Low: 0.900 0.216
High (YTD): 2024-06-06 0.900
Low (YTD): 2024-02-15 0.216
52W High: 2023-07-14 1.000
52W Low: 2024-02-15 0.216
Avg. price 1W:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.748
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   0.000
Avg. price 1Y:   0.583
Avg. volume 1Y:   0.000
Volatility 1M:   113.08%
Volatility 6M:   148.90%
Volatility 1Y:   127.72%
Volatility 3Y:   -