Morgan Stanley Call 120 6MK 20.12.2024
/ DE000MB0CZR9
Morgan Stanley Call 120 6MK 20.12.../ DE000MB0CZR9 /
9/13/2024 8:43:30 PM |
Chg.-0.020 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-5.71% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
120.00 - |
12/20/2024 |
Call |
Master data
WKN: |
MB0CZR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
12/20/2024 |
Issue date: |
11/9/2022 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
-1.54 |
Time value: |
0.36 |
Break-even: |
123.60 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
0.87 |
Spread abs.: |
0.01 |
Spread %: |
2.86% |
Delta: |
0.30 |
Theta: |
-0.04 |
Omega: |
8.64 |
Rho: |
0.07 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.54% |
1 Month |
|
|
-10.81% |
3 Months |
|
|
-75.56% |
YTD |
|
|
-29.79% |
1 Year |
|
|
-53.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.330 |
1M High / 1M Low: |
0.570 |
0.330 |
6M High / 6M Low: |
1.760 |
0.330 |
High (YTD): |
3/28/2024 |
1.760 |
Low (YTD): |
9/13/2024 |
0.330 |
52W High: |
3/28/2024 |
1.760 |
52W Low: |
11/29/2023 |
0.260 |
Avg. price 1W: |
|
0.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.415 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.102 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.920 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
261.83% |
Volatility 6M: |
|
183.66% |
Volatility 1Y: |
|
162.31% |
Volatility 3Y: |
|
- |