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Morgan Stanley Call 140 6MK 20.09.../  DE000MB16ZW5  /

EUWAX
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:   -