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Morgan Stanley Call 92.5 4I1 20.1.../  DE000MB40MV5  /

Stuttgart
2024-05-23  8:08:48 PM Chg.-0.10 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.92EUR -9.80% -
Bid Size: -		 -
Ask Size: -		 PHILIP MORRIS INTL I... 92.50 - 2024-12-20 Call
 

Master data

WKN: MB40MV
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 92.50 -
Maturity: 2024-12-20
Issue date: 2023-02-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.81
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.09
Implied volatility: 0.33
Historic volatility: 0.15
Parity: 0.09
Time value: 0.97
Break-even: 103.10
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 2.91%
Delta: 0.60
Theta: -0.03
Omega: 5.27
Rho: 0.26
 

Quote data

Open: 1.03
High: 1.03
Low: 0.92
Previous Close: 1.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.21%
1 Month  
+16.46%
3 Months  
+87.76%
YTD  
+17.95%
1 Year
  -7.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.06 0.91
1M High / 1M Low: 1.06 0.70
6M High / 6M Low: 1.06 0.39
High (YTD): 2024-05-16 1.06
Low (YTD): 2024-03-01 0.39
52W High: 2023-07-31 1.25
52W Low: 2024-03-01 0.39
Avg. price 1W:   0.98
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   0.65
Avg. volume 6M:   0.00
Avg. price 1Y:   0.80
Avg. volume 1Y:   0.00
Volatility 1M:   119.28%
Volatility 6M:   121.89%
Volatility 1Y:   103.34%
Volatility 3Y:   -