Morgan Stanley Call 140 6MK 20.09.2024
/ DE000MB16ZW5
Morgan Stanley Call 140 6MK 20.09.../ DE000MB16ZW5 /
8/16/2024 5:06:03 PM |
Chg.+0.001 |
Bid5:29:36 PM |
Ask5:29:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
+4.00% |
0.026 Bid Size: 125,000 |
0.040 Ask Size: 125,000 |
MERCK CO. D... |
140.00 - |
9/20/2024 |
Call |
Master data
WKN: |
MB16ZW |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
9/20/2024 |
Issue date: |
12/5/2022 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
258.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.18 |
Parity: |
-3.67 |
Time value: |
0.04 |
Break-even: |
140.40 |
Moneyness: |
0.74 |
Premium: |
0.36 |
Premium p.a.: |
23.61 |
Spread abs.: |
0.01 |
Spread %: |
53.85% |
Delta: |
0.05 |
Theta: |
-0.03 |
Omega: |
14.14 |
Rho: |
0.01 |
Quote data
Open: |
0.025 |
High: |
0.026 |
Low: |
0.025 |
Previous Close: |
0.025 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
-68.67% |
3 Months |
|
|
-89.21% |
YTD |
|
|
-59.38% |
1 Year |
|
|
-85.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.028 |
0.025 |
1M High / 1M Low: |
0.109 |
0.025 |
6M High / 6M Low: |
0.460 |
0.025 |
High (YTD): |
3/28/2024 |
0.460 |
Low (YTD): |
8/15/2024 |
0.025 |
52W High: |
3/28/2024 |
0.460 |
52W Low: |
8/15/2024 |
0.025 |
Avg. price 1W: |
|
0.027 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.054 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.194 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.158 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
291.30% |
Volatility 6M: |
|
243.94% |
Volatility 1Y: |
|
215.47% |
Volatility 3Y: |
|
- |