OverviewChartNewsTraderScreen

Morgan Stanley Call 6 FMV 21.06.2.../  DE000MB3YML8  /

Stuttgart
2024-05-13  1:59:09 PM Chg.-0.12 Bid4:06:01 PM Ask4:06:01 PM Underlying Strike price Expiration date Option type
1.31EUR -8.39% 1.28
Bid Size: 60,000		 1.31
Ask Size: 60,000		 FIRST MAJESTIC SILVE... 6.00 - 2024-06-21 Call
 

Master data

WKN: MB3YML
Issuer: Morgan Stanley
Currency: EUR
Underlying: FIRST MAJESTIC SILVER
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 2024-06-21
Issue date: 2023-02-27
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.87
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.77
Implied volatility: 1.14
Historic volatility: 0.50
Parity: 0.77
Time value: 0.62
Break-even: 7.39
Moneyness: 1.13
Premium: 0.09
Premium p.a.: 1.28
Spread abs.: 0.03
Spread %: 2.21%
Delta: 0.70
Theta: -0.01
Omega: 3.40
Rho: 0.00
 

Quote data

Open: 1.32
High: 1.32
Low: 1.31
Previous Close: 1.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.50%
1 Month
  -22.49%
3 Months  
+555.00%
YTD  
+40.86%
1 Year
  -27.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.44 1.14
1M High / 1M Low: 1.56 0.86
6M High / 6M Low: 2.25 0.19
High (YTD): 2024-04-09 2.25
Low (YTD): 2024-02-28 0.19
52W High: 2024-04-09 2.25
52W Low: 2024-02-28 0.19
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   1.13
Avg. volume 1M:   0.00
Avg. price 6M:   0.72
Avg. volume 6M:   26.02
Avg. price 1Y:   0.89
Avg. volume 1Y:   12.65
Volatility 1M:   236.77%
Volatility 6M:   254.08%
Volatility 1Y:   208.34%
Volatility 3Y:   -