OverviewChartNewsTraderScreen

Morgan Stanley Call 90 4I1 21.06..../  DE000MD9T0U1  /

EUWAX
2024-05-28  9:47:40 AM Chg.-0.010 Bid4:14:07 PM Ask4:14:07 PM Underlying Strike price Expiration date Option type
0.940EUR -1.05% 0.950
Bid Size: 100,000		 0.970
Ask Size: 100,000		 PHILIP MORRIS INTL I... 90.00 - 2024-06-21 Call
 

Master data

WKN: MD9T0U
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.29
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.20
Implied volatility: 0.94
Historic volatility: 0.15
Parity: 0.20
Time value: 0.79
Break-even: 99.90
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 2.50
Spread abs.: 0.03
Spread %: 3.13%
Delta: 0.59
Theta: -0.18
Omega: 5.46
Rho: 0.03
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.30%
1 Month  
+54.10%
3 Months  
+203.23%
YTD  
+32.39%
1 Year  
+14.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.910
1M High / 1M Low: 1.070 0.620
6M High / 6M Low: 1.070 0.250
High (YTD): 2024-05-16 1.070
Low (YTD): 2024-04-15 0.250
52W High: 2023-07-14 1.290
52W Low: 2024-04-15 0.250
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   0.890
Avg. volume 1M:   0.000
Avg. price 6M:   0.577
Avg. volume 6M:   0.000
Avg. price 1Y:   0.739
Avg. volume 1Y:   0.000
Volatility 1M:   156.06%
Volatility 6M:   205.15%
Volatility 1Y:   161.99%
Volatility 3Y:   -