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

EUWAX
09/07/2024  20:44:31 Chg.-0.020 Bid20:48:50 Ask20:48:50 Underlying Strike price Expiration date Option type
0.840EUR -2.33% 0.850
Bid Size: 125,000		 0.860
Ask Size: 125,000		 MERCK CO. D... 120.00 - 20/09/2024 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: 20/09/2024
Issue date: 09/11/2022
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.50
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.16
Parity: -0.39
Time value: 0.86
Break-even: 128.60
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.50
Theta: -0.07
Omega: 6.69
Rho: 0.10
 

Quote data

Open: 0.820
High: 0.840
Low: 0.720
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -32.80%
3 Months
  -23.64%
YTD  
+147.06%
1 Year  
+18.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.820
1M High / 1M Low: 1.510 0.820
6M High / 6M Low: 1.580 0.730
High (YTD): 28/03/2024 1.580
Low (YTD): 02/01/2024 0.480
52W High: 28/03/2024 1.580
52W Low: 28/11/2023 0.173
Avg. price 1W:   0.886
Avg. volume 1W:   0.000
Avg. price 1M:   1.146
Avg. volume 1M:   0.000
Avg. price 6M:   1.106
Avg. volume 6M:   0.000
Avg. price 1Y:   0.768
Avg. volume 1Y:   1.569
Volatility 1M:   160.85%
Volatility 6M:   147.66%
Volatility 1Y:   148.84%
Volatility 3Y:   -