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

EUWAX
2024-10-04  9:05:05 PM Chg.-0.017 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.133EUR -11.33% -
Bid Size: -		 -
Ask Size: -		 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: 74.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -2.00
Time value: 0.13
Break-even: 121.34
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 1.53
Spread abs.: 0.00
Spread %: 3.08%
Delta: 0.16
Theta: -0.03
Omega: 12.27
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.142
Low: 0.133
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.67%
1 Month
  -74.42%
3 Months
  -87.91%
YTD
  -71.70%
1 Year
  -73.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.133
1M High / 1M Low: 0.520 0.133
6M High / 6M Low: 1.730 0.133
High (YTD): 2024-03-28 1.760
Low (YTD): 2024-10-04 0.133
52W High: 2024-03-28 1.760
52W Low: 2024-10-04 0.133
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.323
Avg. volume 1M:   0.000
Avg. price 6M:   0.983
Avg. volume 6M:   0.000
Avg. price 1Y:   0.905
Avg. volume 1Y:   0.000
Volatility 1M:   261.45%
Volatility 6M:   202.73%
Volatility 1Y:   175.30%
Volatility 3Y:   -