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Morgan Stanley Call 120 6MK 20.09.../  DE000MB0CZT5  /

EUWAX
2024-07-26  8:26:36 PM Chg.-0.040 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.830EUR -4.60% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 120.00 - 2024-09-20 Call
 

Master data

WKN: MB0CZT
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-09-20
Issue date: 2022-11-09
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.42
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.16
Parity: -0.46
Time value: 0.80
Break-even: 128.00
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.99
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.48
Theta: -0.09
Omega: 6.90
Rho: 0.07
 

Quote data

Open: 0.800
High: 0.840
Low: 0.800
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.19%
1 Month
  -26.55%
3 Months
  -42.76%
YTD  
+144.12%
1 Year  
+62.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.740
1M High / 1M Low: 1.130 0.670
6M High / 6M Low: 1.580 0.670
High (YTD): 2024-03-28 1.580
Low (YTD): 2024-01-02 0.480
52W High: 2024-03-28 1.580
52W Low: 2023-11-28 0.173
Avg. price 1W:   0.814
Avg. volume 1W:   0.000
Avg. price 1M:   0.886
Avg. volume 1M:   0.000
Avg. price 6M:   1.117
Avg. volume 6M:   0.000
Avg. price 1Y:   0.782
Avg. volume 1Y:   0.000
Volatility 1M:   162.12%
Volatility 6M:   156.94%
Volatility 1Y:   150.96%
Volatility 3Y:   -