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Morgan Stanley Call 42.5 PHM7 21..../  DE000MB81FN0  /

Stuttgart
2024-05-22  4:49:50 PM Chg.+0.060 Bid6:14:59 PM Ask6:14:59 PM Underlying Strike price Expiration date Option type
0.400EUR +17.65% 0.390
Bid Size: 200,000		 0.400
Ask Size: 200,000		 ALTRIA GRP INC. DL... 42.50 - 2024-06-21 Call
 

Master data

WKN: MB81FN
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALTRIA GRP INC. DL-,333
Type: Warrant
Option type: Call
Strike price: 42.50 -
Maturity: 2024-06-21
Issue date: 2023-06-28
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.94
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.02
Implied volatility: 0.77
Historic volatility: 0.17
Parity: 0.02
Time value: 0.37
Break-even: 46.40
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 1.76
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.56
Theta: -0.06
Omega: 6.10
Rho: 0.02
 

Quote data

Open: 0.370
High: 0.400
Low: 0.370
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.21%
1 Month  
+191.97%
3 Months  
+614.29%
YTD  
+387.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.330
1M High / 1M Low: 0.350 0.137
6M High / 6M Low: 0.350 0.036
High (YTD): 2024-05-17 0.350
Low (YTD): 2024-03-04 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.46%
Volatility 6M:   228.22%
Volatility 1Y:   -
Volatility 3Y:   -