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Morgan Stanley Call 110 ABL 20.09.../  DE000MB09WD7  /

EUWAX
7/9/2024  8:19:20 AM Chg.-0.011 Bid1:40:41 PM Ask1:40:41 PM Underlying Strike price Expiration date Option type
0.145EUR -7.05% 0.145
Bid Size: 2,000		 0.163
Ask Size: 2,000		 ABBOTT LABS 110.00 - 9/20/2024 Call
 

Master data

WKN: MB09WD
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 9/20/2024
Issue date: 11/8/2022
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.03
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.16
Parity: -1.57
Time value: 0.15
Break-even: 111.52
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 1.31
Spread abs.: 0.00
Spread %: 2.01%
Delta: 0.20
Theta: -0.03
Omega: 12.25
Rho: 0.03
 

Quote data

Open: 0.145
High: 0.145
Low: 0.145
Previous Close: 0.156
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.12%
1 Month
  -57.35%
3 Months
  -81.41%
YTD
  -82.94%
1 Year
  -85.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.165 0.135
1M High / 1M Low: 0.380 0.135
6M High / 6M Low: 1.480 0.135
High (YTD): 3/8/2024 1.480
Low (YTD): 7/4/2024 0.135
52W High: 3/8/2024 1.480
52W Low: 7/4/2024 0.135
Avg. price 1W:   0.153
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   0.682
Avg. volume 6M:   0.000
Avg. price 1Y:   0.686
Avg. volume 1Y:   0.000
Volatility 1M:   262.37%
Volatility 6M:   189.04%
Volatility 1Y:   162.57%
Volatility 3Y:   -