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Morgan Stanley Call 87.5 4I1 21.0.../  DE000MD9T0T3  /

EUWAX
2024-05-24  8:49:00 PM Chg.+0.04 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.20EUR +3.45% -
Bid Size: -		 -
Ask Size: -		 PHILIP MORRIS INTL I... 87.50 - 2024-06-21 Call
 

Master data

WKN: MD9T0T
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 87.50 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.61
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.46
Implied volatility: 0.98
Historic volatility: 0.15
Parity: 0.46
Time value: 0.75
Break-even: 99.60
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 1.87
Spread abs.: 0.01
Spread %: 0.83%
Delta: 0.63
Theta: -0.18
Omega: 4.81
Rho: 0.03
 

Quote data

Open: 1.16
High: 1.24
Low: 1.16
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.64%
1 Month  
+46.34%
3 Months  
+150.00%
YTD  
+37.93%
1 Year  
+29.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.28 1.14
1M High / 1M Low: 1.30 0.82
6M High / 6M Low: 1.30 0.38
High (YTD): 2024-05-16 1.30
Low (YTD): 2024-04-15 0.38
52W High: 2023-07-14 1.45
52W Low: 2024-04-15 0.38
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   0.75
Avg. volume 6M:   0.00
Avg. price 1Y:   0.90
Avg. volume 1Y:   0.00
Volatility 1M:   123.93%
Volatility 6M:   153.57%
Volatility 1Y:   127.08%
Volatility 3Y:   -