Morgan Stanley Call 115 6MK 17.01.2025
/ DE000MB6U3V7
Morgan Stanley Call 115 6MK 17.01.../ DE000MB6U3V7 /
31/07/2024 15:45:01 |
Chg.+0.020 |
Bid16:54:35 |
Ask16:54:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
+2.50% |
0.720 Bid Size: 50,000 |
0.730 Ask Size: 50,000 |
MERCK CO. D... |
115.00 - |
17/01/2025 |
Call |
Master data
WKN: |
MB6U3V |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 - |
Maturity: |
17/01/2025 |
Issue date: |
01/06/2023 |
Last trading day: |
17/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.18 |
Parity: |
-0.84 |
Time value: |
0.77 |
Break-even: |
122.70 |
Moneyness: |
0.93 |
Premium: |
0.15 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
1.32% |
Delta: |
0.45 |
Theta: |
-0.03 |
Omega: |
6.25 |
Rho: |
0.19 |
Quote data
Open: |
0.750 |
High: |
0.820 |
Low: |
0.750 |
Previous Close: |
0.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-43.45% |
1 Month |
|
|
-53.41% |
3 Months |
|
|
-57.29% |
YTD |
|
|
+26.15% |
1 Year |
|
|
-4.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.600 |
0.800 |
1M High / 1M Low: |
1.690 |
0.800 |
6M High / 6M Low: |
2.170 |
0.800 |
High (YTD): |
28/03/2024 |
2.170 |
Low (YTD): |
30/07/2024 |
0.800 |
52W High: |
28/03/2024 |
2.170 |
52W Low: |
29/11/2023 |
0.410 |
Avg. price 1W: |
|
1.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.480 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.704 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.253 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
198.60% |
Volatility 6M: |
|
118.21% |
Volatility 1Y: |
|
118.93% |
Volatility 3Y: |
|
- |