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Morgan Stanley Call 90 4I1 20.12..../  DE000MB3XJC5  /

Stuttgart
2024-05-24  8:59:55 PM Chg.+0.03 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.12EUR +2.75% -
Bid Size: -		 -
Ask Size: -		 PHILIP MORRIS INTL I... 90.00 - 2024-12-20 Call
 

Master data

WKN: MB3XJC
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-02-23
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.01
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.21
Implied volatility: 0.34
Historic volatility: 0.15
Parity: 0.21
Time value: 0.94
Break-even: 101.50
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 1.77%
Delta: 0.62
Theta: -0.03
Omega: 4.96
Rho: 0.26
 

Quote data

Open: 1.12
High: 1.12
Low: 1.10
Previous Close: 1.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month  
+27.27%
3 Months  
+111.32%
YTD  
+24.44%
1 Year  
+15.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.20 1.08
1M High / 1M Low: 1.21 0.88
6M High / 6M Low: 1.21 0.47
High (YTD): 2024-05-16 1.21
Low (YTD): 2024-02-15 0.47
52W High: 2023-07-31 1.41
52W Low: 2024-02-15 0.47
Avg. price 1W:   1.12
Avg. volume 1W:   0.00
Avg. price 1M:   1.06
Avg. volume 1M:   0.00
Avg. price 6M:   0.79
Avg. volume 6M:   0.00
Avg. price 1Y:   0.93
Avg. volume 1Y:   0.00
Volatility 1M:   104.20%
Volatility 6M:   122.39%
Volatility 1Y:   102.67%
Volatility 3Y:   -