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

EUWAX
2024-05-24  8:49:00 PM Chg.+0.03 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.65EUR +1.85% -
Bid Size: -		 -
Ask Size: -		 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: 5.55
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.96
Implied volatility: 1.17
Historic volatility: 0.15
Parity: 0.96
Time value: 0.70
Break-even: 99.10
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 1.68
Spread abs.: 0.01
Spread %: 0.61%
Delta: 0.70
Theta: -0.19
Omega: 3.87
Rho: 0.04
 

Quote data

Open: 1.62
High: 1.70
Low: 1.62
Previous Close: 1.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.20%
1 Month  
+29.92%
3 Months  
+96.43%
YTD  
+34.15%
1 Year  
+33.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.74 1.60
1M High / 1M Low: 1.76 1.27
6M High / 6M Low: 1.76 0.73
High (YTD): 2024-05-16 1.76
Low (YTD): 2024-04-15 0.73
52W High: 2023-07-14 1.81
52W Low: 2024-04-15 0.73
Avg. price 1W:   1.65
Avg. volume 1W:   0.00
Avg. price 1M:   1.55
Avg. volume 1M:   21.70
Avg. price 6M:   1.13
Avg. volume 6M:   3.50
Avg. price 1Y:   1.26
Avg. volume 1Y:   1.70
Volatility 1M:   85.96%
Volatility 6M:   112.54%
Volatility 1Y:   98.20%
Volatility 3Y:   -