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Morgan Stanley Call 135 6MK 20.12.../  DE000MB70R09  /

Stuttgart
8/2/2024  2:52:25 PM Chg.+0.006 Bid7:33:31 PM Ask7:33:31 PM Underlying Strike price Expiration date Option type
0.119EUR +5.31% 0.151
Bid Size: 150,000		 0.155
Ask Size: 150,000		 MERCK CO. D... 135.00 - 12/20/2024 Call
 

Master data

WKN: MB70R0
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 12/20/2024
Issue date: 6/6/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 85.79
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -2.95
Time value: 0.12
Break-even: 136.23
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 4.24%
Delta: 0.13
Theta: -0.02
Omega: 11.28
Rho: 0.05
 

Quote data

Open: 0.098
High: 0.119
Low: 0.098
Previous Close: 0.113
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.25%
1 Month
  -74.13%
3 Months
  -81.41%
YTD
  -29.59%
1 Year
  -61.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.109
1M High / 1M Low: 0.480 0.109
6M High / 6M Low: 0.880 0.109
High (YTD): 3/28/2024 0.880
Low (YTD): 7/31/2024 0.109
52W High: 3/28/2024 0.880
52W Low: 11/23/2023 0.089
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   0.556
Avg. volume 6M:   0.000
Avg. price 1Y:   0.400
Avg. volume 1Y:   0.000
Volatility 1M:   299.51%
Volatility 6M:   191.66%
Volatility 1Y:   172.81%
Volatility 3Y:   -