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

Stuttgart
2024-06-28  2:22:22 PM Chg.+0.190 Bid7:42:22 PM Ask7:42:22 PM Underlying Strike price Expiration date Option type
1.150EUR +19.79% 1.040
Bid Size: 125,000		 1.050
Ask Size: 125,000		 MERCK CO. D... 125.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-06-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.54
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.16
Parity: -0.38
Time value: 1.15
Break-even: 136.50
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 0.88%
Delta: 0.53
Theta: -0.04
Omega: 5.59
Rho: 0.25
 

Quote data

Open: 1.150
High: 1.150
Low: 1.150
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+16.16%
3 Months
  -19.58%
YTD  
+238.24%
1 Year  
+43.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 0.960
1M High / 1M Low: 1.360 0.830
6M High / 6M Low: 1.430 0.330
High (YTD): 2024-03-28 1.430
Low (YTD): 2024-01-02 0.480
52W High: 2024-03-28 1.430
52W Low: 2023-11-29 0.181
Avg. price 1W:   1.214
Avg. volume 1W:   0.000
Avg. price 1M:   1.071
Avg. volume 1M:   0.000
Avg. price 6M:   1.000
Avg. volume 6M:   0.000
Avg. price 1Y:   0.719
Avg. volume 1Y:   0.000
Volatility 1M:   165.29%
Volatility 6M:   139.41%
Volatility 1Y:   132.40%
Volatility 3Y:   -