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

EUWAX
8/15/2024  8:47:22 PM Chg.-0.024 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
0.075EUR -24.24% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 120.00 - 9/20/2024 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: 9/20/2024
Issue date: 11/9/2022
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 82.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.18
Parity: -1.69
Time value: 0.13
Break-even: 121.25
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 4.15
Spread abs.: 0.00
Spread %: 3.31%
Delta: 0.17
Theta: -0.05
Omega: 13.94
Rho: 0.02
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.099
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.61%
1 Month
  -92.19%
3 Months
  -94.36%
YTD
  -77.94%
1 Year
  -87.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.134 0.099
1M High / 1M Low: 1.000 0.099
6M High / 6M Low: 1.580 0.099
High (YTD): 3/28/2024 1.580
Low (YTD): 8/14/2024 0.099
52W High: 3/28/2024 1.580
52W Low: 8/14/2024 0.099
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   1.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.768
Avg. volume 1Y:   0.000
Volatility 1M:   409.29%
Volatility 6M:   205.36%
Volatility 1Y:   186.58%
Volatility 3Y:   -