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Morgan Stanley Call 11 FMV 20.12..../  DE000MB4NQH8  /

Stuttgart
2024-05-23  2:39:33 PM Chg.-0.040 Bid5:52:36 PM Ask5:52:36 PM Underlying Strike price Expiration date Option type
0.450EUR -8.16% 0.440
Bid Size: 60,000		 0.480
Ask Size: 60,000		 FIRST MAJESTIC SILVE... 11.00 - 2024-12-20 Call
 

Master data

WKN: MB4NQH
Issuer: Morgan Stanley
Currency: EUR
Underlying: FIRST MAJESTIC SILVER
Type: Warrant
Option type: Call
Strike price: 11.00 -
Maturity: 2024-12-20
Issue date: 2023-03-21
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 12.81
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.50
Parity: -4.34
Time value: 0.52
Break-even: 11.52
Moneyness: 0.61
Premium: 0.73
Premium p.a.: 1.58
Spread abs.: 0.04
Spread %: 8.33%
Delta: 0.29
Theta: 0.00
Omega: 3.68
Rho: 0.01
 

Quote data

Open: 0.430
High: 0.450
Low: 0.430
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -4.26%
3 Months  
+103.62%
YTD  
+28.57%
1 Year
  -52.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.480
1M High / 1M Low: 0.670 0.360
6M High / 6M Low: 1.000 0.194
High (YTD): 2024-04-09 1.000
Low (YTD): 2024-02-28 0.194
52W High: 2024-04-09 1.000
52W Low: 2024-02-28 0.194
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   71.429
Avg. price 6M:   0.382
Avg. volume 6M:   435.484
Avg. price 1Y:   0.469
Avg. volume 1Y:   367.188
Volatility 1M:   222.20%
Volatility 6M:   204.47%
Volatility 1Y:   161.68%
Volatility 3Y:   -