OverviewChartNewsTraderScreen

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

Stuttgart
2024-05-23  2:24:05 PM Chg.-0.07 Bid5:02:34 PM Ask5:02:34 PM Underlying Strike price Expiration date Option type
1.65EUR -4.07% 1.54
Bid Size: 60,000		 1.57
Ask Size: 60,000		 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: 3.89
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.16
Implied volatility: 1.50
Historic volatility: 0.50
Parity: 1.16
Time value: 0.55
Break-even: 7.21
Moneyness: 1.21
Premium: 0.08
Premium p.a.: 1.71
Spread abs.: 0.02
Spread %: 1.18%
Delta: 0.75
Theta: -0.02
Omega: 2.92
Rho: 0.00
 

Quote data

Open: 1.61
High: 1.65
Low: 1.61
Previous Close: 1.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.33%
1 Month  
+17.02%
3 Months  
+400.00%
YTD  
+39.83%
1 Year
  -5.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.38 1.72
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:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   1.01
Avg. volume 6M:   0.00
Avg. price 1Y:   1.10
Avg. volume 1Y:   9.77
Volatility 1M:   202.94%
Volatility 6M:   243.43%
Volatility 1Y:   204.58%
Volatility 3Y:   -