OverviewChartNewsTraderScreen

Morgan Stanley Call 130 6MK 20.09.../  DE000MB0CZU3  /

EUWAX
7/12/2024  3:57:27 PM Chg.+0.040 Bid6:50:14 PM Ask6:50:14 PM Underlying Strike price Expiration date Option type
0.440EUR +10.00% 0.380
Bid Size: 50,000		 0.390
Ask Size: 50,000		 MERCK CO. D... 130.00 - 9/20/2024 Call
 

Master data

WKN: MB0CZU
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 9/20/2024
Issue date: 11/9/2022
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.96
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.16
Parity: -1.14
Time value: 0.44
Break-even: 134.40
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.92
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.35
Theta: -0.06
Omega: 9.33
Rho: 0.07
 

Quote data

Open: 0.430
High: 0.440
Low: 0.430
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.67%
1 Month
  -21.43%
3 Months
  -24.14%
YTD  
+201.37%
1 Year  
+25.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.300
1M High / 1M Low: 0.770 0.280
6M High / 6M Low: 0.920 0.280
High (YTD): 3/28/2024 0.920
Low (YTD): 1/2/2024 0.212
52W High: 3/28/2024 0.920
52W Low: 11/23/2023 0.072
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.471
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   0.382
Avg. volume 1Y:   0.000
Volatility 1M:   255.23%
Volatility 6M:   181.65%
Volatility 1Y:   171.63%
Volatility 3Y:   -