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Morgan Stanley Call 110 ABL 17.01.../  DE000MB49RR3  /

Stuttgart
11/10/2024  17:26:31 Chg.+0.050 Bid19:01:27 Ask19:01:27 Underlying Strike price Expiration date Option type
0.920EUR +5.75% 0.890
Bid Size: 25,000		 0.900
Ask Size: 25,000		 ABBOTT LABS 110.00 - 17/01/2025 Call
 

Master data

WKN: MB49RR
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 17/01/2025
Issue date: 10/03/2023
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.02
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.16
Parity: -0.43
Time value: 0.88
Break-even: 118.80
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.50
Theta: -0.06
Omega: 5.98
Rho: 0.12
 

Quote data

Open: 0.860
High: 0.920
Low: 0.860
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.29%
1 Month
  -5.15%
3 Months  
+91.67%
YTD
  -14.02%
1 Year  
+73.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.680
1M High / 1M Low: 1.060 0.660
6M High / 6M Low: 1.060 0.320
High (YTD): 08/03/2024 1.730
Low (YTD): 18/07/2024 0.320
52W High: 08/03/2024 1.730
52W Low: 18/07/2024 0.320
Avg. price 1W:   0.798
Avg. volume 1W:   0.000
Avg. price 1M:   0.807
Avg. volume 1M:   0.000
Avg. price 6M:   0.636
Avg. volume 6M:   0.000
Avg. price 1Y:   0.829
Avg. volume 1Y:   0.000
Volatility 1M:   124.61%
Volatility 6M:   181.84%
Volatility 1Y:   146.87%
Volatility 3Y:   -