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

Stuttgart
2024-06-06  10:43:50 AM Chg.-0.01 Bid12:55:49 PM Ask12:55:49 PM Underlying Strike price Expiration date Option type
1.43EUR -0.69% 1.44
Bid Size: 2,000		 1.48
Ask Size: 2,000		 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: 6.56
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.57
Implied volatility: 0.39
Historic volatility: 0.15
Parity: 0.57
Time value: 0.89
Break-even: 104.60
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 1.39%
Delta: 0.67
Theta: -0.03
Omega: 4.36
Rho: 0.26
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.64%
1 Month  
+48.96%
3 Months  
+138.33%
YTD  
+58.89%
1 Year  
+55.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.44 1.07
1M High / 1M Low: 1.44 0.96
6M High / 6M Low: 1.44 0.47
High (YTD): 2024-06-05 1.44
Low (YTD): 2024-02-15 0.47
52W High: 2024-06-05 1.44
52W Low: 2024-02-15 0.47
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   0.00
Avg. price 6M:   0.81
Avg. volume 6M:   0.00
Avg. price 1Y:   0.94
Avg. volume 1Y:   0.00
Volatility 1M:   88.18%
Volatility 6M:   122.79%
Volatility 1Y:   103.20%
Volatility 3Y:   -