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Morgan Stanley Call 92.5 4I1 21.0.../  DE000MD9T0X5  /

EUWAX
2024-05-27  8:59:05 PM Chg.-0.020 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.720EUR -2.70% -
Bid Size: -		 -
Ask Size: -		 PHILIP MORRIS INTL I... 92.50 - 2024-06-21 Call
 

Master data

WKN: MD9T0X
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 92.50 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.28
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.15
Parity: -0.04
Time value: 0.75
Break-even: 100.00
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 2.31
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.54
Theta: -0.16
Omega: 6.61
Rho: 0.03
 

Quote data

Open: 0.710
High: 0.720
Low: 0.710
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month  
+67.44%
3 Months  
+256.44%
YTD  
+28.57%
1 Year  
+2.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.690
1M High / 1M Low: 0.830 0.430
6M High / 6M Low: 0.830 0.159
High (YTD): 2024-05-16 0.830
Low (YTD): 2024-04-15 0.159
52W High: 2023-07-14 1.130
52W Low: 2024-04-15 0.159
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.669
Avg. volume 1M:   0.000
Avg. price 6M:   0.431
Avg. volume 6M:   0.000
Avg. price 1Y:   0.596
Avg. volume 1Y:   0.000
Volatility 1M:   200.04%
Volatility 6M:   207.93%
Volatility 1Y:   166.34%
Volatility 3Y:   -