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Morgan Stanley Call 120 6MK 20.12.../  DE000MB0CZR9  /

EUWAX
2024-06-27  9:56:29 AM Chg.-0.16 Bid10:12:06 AM Ask10:12:06 AM Underlying Strike price Expiration date Option type
1.57EUR -9.25% 1.56
Bid Size: 5,000		 1.59
Ask Size: 5,000		 MERCK CO. D... 120.00 - 2024-12-20 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: 2024-12-20
Issue date: 2022-11-09
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.65
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.31
Implied volatility: 0.40
Historic volatility: 0.16
Parity: 0.31
Time value: 1.30
Break-even: 136.10
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.62
Theta: -0.04
Omega: 4.71
Rho: 0.29
 

Quote data

Open: 1.57
High: 1.57
Low: 1.57
Previous Close: 1.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.67%
1 Month  
+14.60%
3 Months
  -5.99%
YTD  
+234.04%
1 Year  
+52.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.47
1M High / 1M Low: 1.73 1.11
6M High / 6M Low: 1.76 0.45
High (YTD): 2024-03-28 1.76
Low (YTD): 2024-01-02 0.63
52W High: 2024-03-28 1.76
52W Low: 2023-11-29 0.26
Avg. price 1W:   1.62
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   1.28
Avg. volume 6M:   0.00
Avg. price 1Y:   0.93
Avg. volume 1Y:   0.00
Volatility 1M:   119.54%
Volatility 6M:   130.47%
Volatility 1Y:   123.32%
Volatility 3Y:   -