OverviewChartNewsTraderScreen

Morgan Stanley Call 97.5 4I1 20.1.../  DE000MB3XJF8  /

Stuttgart
2024-05-28  9:59:08 AM Chg.0.000 Bid5:38:37 PM Ask5:38:37 PM Underlying Strike price Expiration date Option type
0.630EUR 0.00% 0.630
Bid Size: 100,000		 0.650
Ask Size: 100,000		 PHILIP MORRIS INTL I... 97.50 - 2024-12-20 Call
 

Master data

WKN: MB3XJF
Issuer: Morgan Stanley
Currency: EUR
Underlying: PHILIP MORRIS INTL INC.
Type: Warrant
Option type: Call
Strike price: 97.50 -
Maturity: 2024-12-20
Issue date: 2023-02-23
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.53
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.15
Parity: -0.55
Time value: 0.68
Break-even: 104.30
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 6.25%
Delta: 0.48
Theta: -0.02
Omega: 6.50
Rho: 0.21
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.28%
1 Month  
+31.25%
3 Months  
+162.50%
YTD  
+16.67%
1 Year
  -4.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.610
1M High / 1M Low: 0.710 0.480
6M High / 6M Low: 0.710 0.216
High (YTD): 2024-05-16 0.710
Low (YTD): 2024-02-15 0.216
52W High: 2023-07-14 1.000
52W Low: 2024-02-15 0.216
Avg. price 1W:   0.636
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   0.440
Avg. volume 6M:   0.000
Avg. price 1Y:   0.579
Avg. volume 1Y:   0.000
Volatility 1M:   136.70%
Volatility 6M:   152.08%
Volatility 1Y:   125.01%
Volatility 3Y:   -