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

EUWAX
8/2/2024  8:41:50 PM Chg.+0.110 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.510EUR +27.50% -
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: 24.54
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.19
Parity: -1.45
Time value: 0.43
Break-even: 124.30
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.33
Theta: -0.03
Omega: 8.08
Rho: 0.12
 

Quote data

Open: 0.390
High: 0.530
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.21%
1 Month
  -54.87%
3 Months
  -61.94%
YTD  
+8.51%
1 Year
  -15.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 0.360
1M High / 1M Low: 1.280 0.360
6M High / 6M Low: 1.760 0.360
High (YTD): 3/28/2024 1.760
Low (YTD): 7/31/2024 0.360
52W High: 3/28/2024 1.760
52W Low: 11/29/2023 0.260
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   1.032
Avg. volume 1M:   0.000
Avg. price 6M:   1.317
Avg. volume 6M:   0.000
Avg. price 1Y:   0.957
Avg. volume 1Y:   0.000
Volatility 1M:   287.78%
Volatility 6M:   151.02%
Volatility 1Y:   145.26%
Volatility 3Y:   -