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Morgan Stanley Call 5.5 FMV 21.06.../  DE000MB404A8  /

Stuttgart
2024-05-27  2:24:39 PM Chg.+0.23 Bid3:01:01 PM Ask3:01:01 PM Underlying Strike price Expiration date Option type
1.85EUR +14.20% 1.85
Bid Size: 7,500		 1.89
Ask Size: 7,500		 FIRST MAJESTIC SILVE... 5.50 - 2024-06-21 Call
 

Master data

WKN: MB404A
Issuer: Morgan Stanley
Currency: EUR
Underlying: FIRST MAJESTIC SILVER
Type: Warrant
Option type: Call
Strike price: 5.50 -
Maturity: 2024-06-21
Issue date: 2023-02-28
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.96
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 1.11
Implied volatility: 1.62
Historic volatility: 0.51
Parity: 1.11
Time value: 0.56
Break-even: 7.17
Moneyness: 1.20
Premium: 0.08
Premium p.a.: 2.28
Spread abs.: 0.03
Spread %: 1.83%
Delta: 0.74
Theta: -0.02
Omega: 2.94
Rho: 0.00
 

Quote data

Open: 1.74
High: 1.85
Low: 1.74
Previous Close: 1.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.27%
1 Month  
+27.59%
3 Months  
+537.93%
YTD  
+56.78%
1 Year  
+23.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.38 1.51
1M High / 1M Low: 2.38 1.24
6M High / 6M Low: 2.64 0.24
High (YTD): 2024-04-09 2.64
Low (YTD): 2024-02-28 0.24
52W High: 2024-04-09 2.64
52W Low: 2024-02-28 0.24
Avg. price 1W:   1.91
Avg. volume 1W:   0.00
Avg. price 1M:   1.73
Avg. volume 1M:   0.00
Avg. price 6M:   1.02
Avg. volume 6M:   0.00
Avg. price 1Y:   1.10
Avg. volume 1Y:   9.84
Volatility 1M:   220.11%
Volatility 6M:   243.00%
Volatility 1Y:   205.58%
Volatility 3Y:   -