OverviewChartNewsTraderScreen

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

EUWAX
16/07/2024  20:45:52 Chg.-0.080 Bid22:00:02 Ask22:00:02 Underlying Strike price Expiration date Option type
0.270EUR -22.86% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 130.00 - 20/09/2024 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: 20/09/2024
Issue date: 09/11/2022
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.94
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.16
Parity: -1.24
Time value: 0.38
Break-even: 133.80
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 1.05
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.32
Theta: -0.06
Omega: 9.89
Rho: 0.06
 

Quote data

Open: 0.360
High: 0.410
Low: 0.270
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.86%
1 Month
  -37.21%
3 Months
  -47.06%
YTD  
+84.93%
1 Year
  -3.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.270
1M High / 1M Low: 0.770 0.270
6M High / 6M Low: 0.920 0.270
High (YTD): 28/03/2024 0.920
Low (YTD): 02/01/2024 0.212
52W High: 28/03/2024 0.920
52W Low: 23/11/2023 0.072
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.446
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:   262.20%
Volatility 6M:   185.04%
Volatility 1Y:   172.52%
Volatility 3Y:   -