Morgan Stanley Call 11 FMV 20.12.2024
/ DE000MB4NQH8
Morgan Stanley Call 11 FMV 20.12..../ DE000MB4NQH8 /
2024-05-23 2:39:33 PM |
Chg.-0.040 |
Bid5:31:56 PM |
Ask5:31:56 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: |
|
- |