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

EUWAX
2024-06-27  10:29:51 AM Chg.-0.063 Bid2:00:50 PM Ask2:00:50 PM Underlying Strike price Expiration date Option type
0.217EUR -22.50% 0.215
Bid Size: 5,000		 0.239
Ask Size: 5,000		 MERCK CO. D... 140.00 - 2024-09-20 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: 2024-09-20
Issue date: 2022-12-05
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.62
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -1.69
Time value: 0.23
Break-even: 142.34
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.86
Spread abs.: 0.00
Spread %: 1.74%
Delta: 0.23
Theta: -0.04
Omega: 12.29
Rho: 0.06
 

Quote data

Open: 0.217
High: 0.217
Low: 0.217
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+21.91%
3 Months
  -50.68%
YTD  
+239.06%
1 Year
  -27.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.194
1M High / 1M Low: 0.280 0.118
6M High / 6M Low: 0.460 0.064
High (YTD): 2024-03-28 0.460
Low (YTD): 2024-01-02 0.093
52W High: 2024-03-28 0.460
52W Low: 2023-11-23 0.028
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   288.33%
Volatility 6M:   232.08%
Volatility 1Y:   195.70%
Volatility 3Y:   -