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Morgan Stanley Call 82.5 4I1 21.0.../  DE000MD9T0P1  /

EUWAX
2024-06-06  10:14:38 AM Chg.-0.03 Bid2:20:23 PM Ask2:20:23 PM Underlying Strike price Expiration date Option type
1.98EUR -1.49% 1.98
Bid Size: 2,000		 2.05
Ask Size: 2,000		 PHILIP MORRIS INTL I... 82.50 - 2024-06-21 Call
 

Master data

WKN: MD9T0P
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 82.50 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.74
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.32
Implied volatility: 1.74
Historic volatility: 0.15
Parity: 1.32
Time value: 0.70
Break-even: 102.70
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 4.56
Spread abs.: 0.02
Spread %: 1.00%
Delta: 0.73
Theta: -0.38
Omega: 3.44
Rho: 0.02
 

Quote data

Open: 1.98
High: 1.98
Low: 1.98
Previous Close: 2.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.53%
1 Month  
+40.43%
3 Months  
+132.94%
YTD  
+60.98%
1 Year  
+69.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.01 1.59
1M High / 1M Low: 2.01 1.41
6M High / 6M Low: 2.01 0.73
High (YTD): 2024-06-05 2.01
Low (YTD): 2024-04-15 0.73
52W High: 2024-06-05 2.01
52W Low: 2024-04-15 0.73
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   1.67
Avg. volume 1M:   18.87
Avg. price 6M:   1.17
Avg. volume 6M:   3.47
Avg. price 1Y:   1.27
Avg. volume 1Y:   1.70
Volatility 1M:   74.00%
Volatility 6M:   110.78%
Volatility 1Y:   98.22%
Volatility 3Y:   -