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Morgan Stanley Call 112 ABL 20.12.../  DE000MB09TV5  /

EUWAX
15/11/2024  20:34:00 Chg.-0.020 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.510EUR -3.77% -
Bid Size: -		 -
Ask Size: -		 ABBOTT LABS 112.00 - 20/12/2024 Call
 

Master data

WKN: MB09TV
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 112.00 -
Maturity: 20/12/2024
Issue date: 08/11/2022
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.29
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.17
Parity: -0.28
Time value: 0.49
Break-even: 116.90
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 1.03
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.46
Theta: -0.09
Omega: 10.33
Rho: 0.04
 

Quote data

Open: 0.450
High: 0.510
Low: 0.450
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.31%
1 Month
  -37.04%
3 Months
  -5.56%
YTD
  -43.33%
1 Year
  -7.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.510
1M High / 1M Low: 0.940 0.470
6M High / 6M Low: 0.940 0.228
High (YTD): 08/03/2024 1.550
Low (YTD): 18/07/2024 0.228
52W High: 08/03/2024 1.550
52W Low: 18/07/2024 0.228
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.649
Avg. volume 1M:   20
Avg. price 6M:   0.507
Avg. volume 6M:   3.485
Avg. price 1Y:   0.703
Avg. volume 1Y:   1,618.219
Volatility 1M:   374.58%
Volatility 6M:   236.00%
Volatility 1Y:   185.31%
Volatility 3Y:   -