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

Stuttgart
9/9/2024  8:15:18 PM Chg.+0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.660EUR +1.54% -
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: 12.02
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -1.63
Time value: 0.66
Break-even: 102.21
Moneyness: 0.83
Premium: 0.29
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.41
Theta: -0.01
Omega: 4.89
Rho: 0.35
 

Quote data

Open: 0.650
High: 0.660
Low: 0.650
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month  
+6.45%
3 Months
  -53.85%
YTD
  -39.45%
1 Year
  -41.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.650
1M High / 1M Low: 0.770 0.600
6M High / 6M Low: 3.030 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:   0.688
Avg. volume 1W:   0.000
Avg. price 1M:   0.694
Avg. volume 1M:   0.000
Avg. price 6M:   1.571
Avg. volume 6M:   0.000
Avg. price 1Y:   1.475
Avg. volume 1Y:   0.000
Volatility 1M:   82.11%
Volatility 6M:   88.93%
Volatility 1Y:   97.66%
Volatility 3Y:   -