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Morgan Stanley Call 106 DIS 16.01.../  DE000MB9LLQ3  /

Stuttgart
10/11/2024  9:05:08 PM Chg.+0.040 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.860EUR +4.88% -
Bid Size: -		 -
Ask Size: -		 Walt Disney Co 106.00 USD 1/16/2026 Call
 

Master data

WKN: MB9LLQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Call
Strike price: 106.00 USD
Maturity: 1/16/2026
Issue date: 8/8/2023
Last trading day: 1/16/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.78
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -1.09
Time value: 0.88
Break-even: 105.73
Moneyness: 0.89
Premium: 0.23
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.48
Theta: -0.02
Omega: 4.65
Rho: 0.41
 

Quote data

Open: 0.820
High: 0.860
Low: 0.820
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.27%
1 Month  
+28.36%
3 Months
  -26.50%
YTD
  -21.10%
1 Year
  -25.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.800
1M High / 1M Low: 0.920 0.670
6M High / 6M Low: 2.560 0.600
High (YTD): 3/28/2024 3.030
Low (YTD): 8/13/2024 0.600
52W High: 3/28/2024 3.030
52W Low: 8/13/2024 0.600
Avg. price 1W:   0.830
Avg. volume 1W:   0.000
Avg. price 1M:   0.821
Avg. volume 1M:   0.000
Avg. price 6M:   1.246
Avg. volume 6M:   0.000
Avg. price 1Y:   1.440
Avg. volume 1Y:   0.000
Volatility 1M:   76.56%
Volatility 6M:   91.36%
Volatility 1Y:   97.39%
Volatility 3Y:   -