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Morgan Stanley Call 125 6MK 20.12.../  DE000MB70QZ4  /

Stuttgart
02/08/2024  14:52:27 Chg.+0.020 Bid18:16:13 Ask18:16:13 Underlying Strike price Expiration date Option type
0.280EUR +7.69% 0.340
Bid Size: 150,000		 0.350
Ask Size: 150,000		 MERCK CO. D... 125.00 - 20/12/2024 Call
 

Master data

WKN: MB70QZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 20/12/2024
Issue date: 06/06/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.69
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -1.95
Time value: 0.28
Break-even: 127.80
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.25
Theta: -0.03
Omega: 9.32
Rho: 0.09
 

Quote data

Open: 0.230
High: 0.280
Low: 0.230
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.85%
1 Month
  -69.57%
3 Months
  -75.44%
YTD
  -17.65%
1 Year
  -47.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.236
1M High / 1M Low: 0.960 0.236
6M High / 6M Low: 1.430 0.236
High (YTD): 28/03/2024 1.430
Low (YTD): 31/07/2024 0.236
52W High: 28/03/2024 1.430
52W Low: 29/11/2023 0.181
Avg. price 1W:   0.507
Avg. volume 1W:   0.000
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   1.019
Avg. volume 6M:   0.000
Avg. price 1Y:   0.732
Avg. volume 1Y:   0.000
Volatility 1M:   273.83%
Volatility 6M:   160.39%
Volatility 1Y:   150.55%
Volatility 3Y:   -