OverviewChartNewsTraderScreen

Morgan Stanley Call 95 4I1 20.12..../  DE000MB3XJE1  /

Stuttgart
2024-06-07  4:50:56 PM Chg.+0.01 Bid6:14:45 PM Ask6:14:45 PM Underlying Strike price Expiration date Option type
1.08EUR +0.93% 1.07
Bid Size: 80,000		 1.10
Ask Size: 80,000		 PHILIP MORRIS INTL I... 95.00 - 2024-12-20 Call
 

Master data

WKN: MB3XJE
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-12-20
Issue date: 2023-02-23
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.78
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.07
Implied volatility: 0.35
Historic volatility: 0.15
Parity: 0.07
Time value: 1.02
Break-even: 105.90
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 2.83%
Delta: 0.59
Theta: -0.03
Omega: 5.20
Rho: 0.25
 

Quote data

Open: 1.07
High: 1.08
Low: 1.07
Previous Close: 1.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.12%
1 Month  
+54.29%
3 Months  
+184.21%
YTD  
+66.15%
1 Year  
+47.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.07 0.83
1M High / 1M Low: 1.07 0.69
6M High / 6M Low: 1.07 0.28
High (YTD): 2024-06-06 1.07
Low (YTD): 2024-02-15 0.28
52W High: 2023-07-14 1.13
52W Low: 2024-02-15 0.28
Avg. price 1W:   0.99
Avg. volume 1W:   0.00
Avg. price 1M:   0.82
Avg. volume 1M:   0.00
Avg. price 6M:   0.56
Avg. volume 6M:   0.00
Avg. price 1Y:   0.69
Avg. volume 1Y:   0.00
Volatility 1M:   108.31%
Volatility 6M:   143.07%
Volatility 1Y:   117.97%
Volatility 3Y:   -