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Morgan Stanley Call 5.5 FMV 20.12.../  DE000MB40493  /

Stuttgart
2024-05-23  2:24:05 PM Chg.-0.07 Bid5:46:32 PM Ask5:46:32 PM Underlying Strike price Expiration date Option type
2.19EUR -3.10% 2.15
Bid Size: 60,000		 2.20
Ask Size: 60,000		 FIRST MAJESTIC SILVE... 5.50 - 2024-12-20 Call
 

Master data

WKN: MB4049
Issuer: Morgan Stanley
Currency: EUR
Underlying: FIRST MAJESTIC SILVER
Type: Warrant
Option type: Call
Strike price: 5.50 -
Maturity: 2024-12-20
Issue date: 2023-02-28
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.92
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 1.16
Implied volatility: 0.87
Historic volatility: 0.50
Parity: 1.16
Time value: 1.12
Break-even: 7.78
Moneyness: 1.21
Premium: 0.17
Premium p.a.: 0.31
Spread abs.: 0.05
Spread %: 2.24%
Delta: 0.74
Theta: 0.00
Omega: 2.17
Rho: 0.02
 

Quote data

Open: 2.16
High: 2.19
Low: 2.16
Previous Close: 2.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.01%
1 Month  
+12.31%
3 Months  
+208.45%
YTD  
+42.21%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.86 2.26
1M High / 1M Low: 2.86 1.81
6M High / 6M Low: 3.15 0.57
High (YTD): 2024-04-09 3.15
Low (YTD): 2024-02-13 0.57
52W High: 2024-04-09 3.15
52W Low: 2024-02-13 0.57
Avg. price 1W:   2.60
Avg. volume 1W:   0.00
Avg. price 1M:   2.20
Avg. volume 1M:   0.00
Avg. price 6M:   1.44
Avg. volume 6M:   0.00
Avg. price 1Y:   1.51
Avg. volume 1Y:   0.00
Volatility 1M:   138.40%
Volatility 6M:   162.84%
Volatility 1Y:   143.13%
Volatility 3Y:   -