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Morgan Stanley Call 130 6MK 20.06.../  DE000MB71H83  /

Stuttgart
2024-07-05  6:54:36 PM Chg.+0.010 Bid10:05:01 PM Ask10:05:01 PM Underlying Strike price Expiration date Option type
0.960EUR +1.05% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 130.00 - 2025-06-20 Call
 

Master data

WKN: MB71H8
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-06-20
Issue date: 2023-06-06
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.76
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.17
Parity: -1.36
Time value: 0.99
Break-even: 139.90
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 4.21%
Delta: 0.45
Theta: -0.02
Omega: 5.35
Rho: 0.41
 

Quote data

Open: 0.950
High: 0.980
Low: 0.950
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.64%
1 Month
  -20.66%
3 Months
  -23.81%
YTD  
+123.26%
1 Year  
+2.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.950
1M High / 1M Low: 1.470 0.950
6M High / 6M Low: 1.530 0.720
High (YTD): 2024-03-28 1.530
Low (YTD): 2024-01-02 0.570
52W High: 2024-03-28 1.530
52W Low: 2023-11-29 0.270
Avg. price 1W:   1.070
Avg. volume 1W:   0.000
Avg. price 1M:   1.200
Avg. volume 1M:   0.000
Avg. price 6M:   1.127
Avg. volume 6M:   0.000
Avg. price 1Y:   0.819
Avg. volume 1Y:   0.000
Volatility 1M:   120.29%
Volatility 6M:   104.58%
Volatility 1Y:   111.44%
Volatility 3Y:   -