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Morgan Stanley Call 6.5 FMV 20.12.../  DE000MB3Q4Z5  /

Stuttgart
2024-05-23  8:52:12 PM Chg.-0.14 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.52EUR -8.43% -
Bid Size: -		 -
Ask Size: -		 FIRST MAJESTIC SILVE... 6.50 - 2024-12-20 Call
 

Master data

WKN: MB3Q4Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: FIRST MAJESTIC SILVER
Type: Warrant
Option type: Call
Strike price: 6.50 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.30
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.16
Implied volatility: 0.97
Historic volatility: 0.50
Parity: 0.16
Time value: 1.86
Break-even: 8.52
Moneyness: 1.02
Premium: 0.28
Premium p.a.: 0.53
Spread abs.: 0.06
Spread %: 3.06%
Delta: 0.67
Theta: 0.00
Omega: 2.20
Rho: 0.01
 

Quote data

Open: 1.56
High: 1.56
Low: 1.52
Previous Close: 1.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.08%
1 Month  
+4.11%
3 Months  
+210.20%
YTD  
+31.03%
1 Year
  -15.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.23 1.66
1M High / 1M Low: 2.23 1.28
6M High / 6M Low: 2.62 0.43
High (YTD): 2024-04-12 2.62
Low (YTD): 2024-02-13 0.43
52W High: 2024-04-12 2.62
52W Low: 2024-02-13 0.43
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.65
Avg. volume 1M:   2,023.81
Avg. price 6M:   1.08
Avg. volume 6M:   584.68
Avg. price 1Y:   1.15
Avg. volume 1Y:   283.20
Volatility 1M:   174.90%
Volatility 6M:   186.93%
Volatility 1Y:   157.51%
Volatility 3Y:   -