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Morgan Stanley Call 135 6MK 21.03.../  DE000MB745M9  /

Stuttgart
2024-07-26  8:30:43 PM Chg.-0.020 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.580EUR -3.33% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 135.00 - 2025-03-21 Call
 

Master data

WKN: MB745M
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2025-03-21
Issue date: 2023-06-07
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.24
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -1.96
Time value: 0.57
Break-even: 140.70
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.34
Theta: -0.03
Omega: 6.88
Rho: 0.22
 

Quote data

Open: 0.560
High: 0.590
Low: 0.560
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.69%
1 Month
  -22.67%
3 Months
  -42.57%
YTD  
+141.67%
1 Year  
+48.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.520
1M High / 1M Low: 0.750 0.500
6M High / 6M Low: 1.080 0.500
High (YTD): 2024-03-28 1.080
Low (YTD): 2024-01-02 0.330
52W High: 2024-03-28 1.080
52W Low: 2023-11-29 0.149
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.605
Avg. volume 1M:   0.000
Avg. price 6M:   0.752
Avg. volume 6M:   0.000
Avg. price 1Y:   0.539
Avg. volume 1Y:   0.000
Volatility 1M:   128.30%
Volatility 6M:   133.23%
Volatility 1Y:   130.53%
Volatility 3Y:   -