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Morgan Stanley Call 115 6MK 17.01.../  DE000MB6U3V7  /

Stuttgart
7/31/2024  9:34:48 AM Chg.-0.050 Bid3:39:08 PM Ask3:39:08 PM Underlying Strike price Expiration date Option type
0.750EUR -6.25% 0.880
Bid Size: 50,000		 0.900
Ask Size: 50,000		 MERCK CO. D... 115.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/1/2023
Last trading day: 1/17/2025
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: 0.750
Low: 0.750
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.28%
1 Month
  -57.39%
3 Months
  -60.94%
YTD  
+15.38%
1 Year
  -12.79%
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): 3/28/2024 2.170
Low (YTD): 7/30/2024 0.800
52W High: 3/28/2024 2.170
52W Low: 11/29/2023 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:   -