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

EUWAX
09/07/2024  16:03:28 Chg.-0.13 Bid18:32:58 Ask18:32:58 Underlying Strike price Expiration date Option type
0.99EUR -11.61% 1.09
Bid Size: 125,000		 1.10
Ask Size: 125,000		 MERCK CO. D... 120.00 - 20/12/2024 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: 20/12/2024
Issue date: 09/11/2022
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.37
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.16
Parity: -0.39
Time value: 1.12
Break-even: 131.20
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 0.90%
Delta: 0.53
Theta: -0.04
Omega: 5.46
Rho: 0.22
 

Quote data

Open: 1.08
High: 1.08
Low: 0.99
Previous Close: 1.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.05%
1 Month
  -32.65%
3 Months
  -23.85%
YTD  
+110.64%
1 Year  
+16.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.27 1.07
1M High / 1M Low: 1.73 1.07
6M High / 6M Low: 1.76 0.91
High (YTD): 28/03/2024 1.76
Low (YTD): 02/01/2024 0.63
52W High: 28/03/2024 1.76
52W Low: 29/11/2023 0.26
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   1.31
Avg. volume 6M:   0.00
Avg. price 1Y:   0.93
Avg. volume 1Y:   0.00
Volatility 1M:   127.63%
Volatility 6M:   121.08%
Volatility 1Y:   123.91%
Volatility 3Y:   -