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

Stuttgart
2024-05-13  8:25:33 AM Chg.-0.11 Bid8:37:57 AM Ask8:37:57 AM Underlying Strike price Expiration date Option type
1.75EUR -5.91% 1.74
Bid Size: 2,500		 1.76
Ask Size: 2,500		 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: 3.76
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.27
Implied volatility: 1.27
Historic volatility: 0.50
Parity: 1.27
Time value: 0.53
Break-even: 7.30
Moneyness: 1.23
Premium: 0.08
Premium p.a.: 0.96
Spread abs.: 0.02
Spread %: 1.12%
Delta: 0.76
Theta: -0.01
Omega: 2.86
Rho: 0.00
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.36%
1 Month
  -25.21%
3 Months  
+629.17%
YTD  
+48.31%
1 Year
  -13.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.55
1M High / 1M Low: 1.99 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:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   0.92
Avg. volume 6M:   0.00
Avg. price 1Y:   1.09
Avg. volume 1Y:   9.84
Volatility 1M:   182.93%
Volatility 6M:   240.77%
Volatility 1Y:   201.20%
Volatility 3Y:   -