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Morgan Stanley Call 130 6MK 20.12.../  DE000MB16ZV7  /

EUWAX
2024-07-26  8:37:32 PM Chg.-0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.570EUR -1.72% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 130.00 - 2024-12-20 Call
 

Master data

WKN: MB16ZV
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-12-20
Issue date: 2022-12-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.98
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.16
Parity: -1.46
Time value: 0.55
Break-even: 135.50
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.36
Theta: -0.04
Omega: 7.50
Rho: 0.14
 

Quote data

Open: 0.540
High: 0.610
Low: 0.540
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -24.00%
3 Months
  -45.19%
YTD  
+144.64%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.500
1M High / 1M Low: 0.750 0.470
6M High / 6M Low: 1.140 0.470
High (YTD): 2024-03-28 1.140
Low (YTD): 2024-01-02 0.320
52W High: 2024-03-28 1.140
52W Low: 2023-11-28 0.128
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   0.774
Avg. volume 6M:   0.000
Avg. price 1Y:   0.549
Avg. volume 1Y:   0.000
Volatility 1M:   147.39%
Volatility 6M:   146.23%
Volatility 1Y:   145.79%
Volatility 3Y:   -