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Morgan Stanley Call 125 6MK 21.03.../  DE000MB745L1  /

Stuttgart
2024-07-25  10:09:26 AM Chg.-0.03 Bid10:17:06 AM Ask10:17:06 AM Underlying Strike price Expiration date Option type
0.97EUR -3.00% 0.96
Bid Size: 2,000		 1.00
Ask Size: 2,000		 MERCK CO. D... 125.00 - 2025-03-21 Call
 

Master data

WKN: MB745L
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2025-03-21
Issue date: 2023-06-07
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.28
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.16
Parity: -0.88
Time value: 1.03
Break-even: 135.30
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 0.98%
Delta: 0.48
Theta: -0.03
Omega: 5.45
Rho: 0.30
 

Quote data

Open: 0.97
High: 0.97
Low: 0.97
Previous Close: 1.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.99%
1 Month
  -38.22%
3 Months
  -32.64%
YTD  
+120.45%
1 Year  
+44.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.03 0.89
1M High / 1M Low: 1.57 0.89
6M High / 6M Low: 1.62 0.84
High (YTD): 2024-03-28 1.62
Low (YTD): 2024-01-02 0.59
52W High: 2024-03-28 1.62
52W Low: 2023-11-29 0.27
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.12
Avg. volume 1M:   0.00
Avg. price 6M:   1.23
Avg. volume 6M:   0.00
Avg. price 1Y:   0.88
Avg. volume 1Y:   0.00
Volatility 1M:   121.19%
Volatility 6M:   109.39%
Volatility 1Y:   113.08%
Volatility 3Y:   -