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Morgan Stanley Call 140 6MK 20.12.../  DE000MB16ZX3  /

EUWAX
2024-07-26  8:37:34 PM Chg.-0.010 Bid9:32:26 PM Ask9:32:26 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% 0.260
Bid Size: 25,000		 0.270
Ask Size: 25,000		 MERCK CO. D... 140.00 - 2024-12-20 Call
 

Master data

WKN: MB16ZX
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2022-12-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.95
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -2.40
Time value: 0.27
Break-even: 142.70
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.22
Theta: -0.03
Omega: 9.53
Rho: 0.09
 

Quote data

Open: 0.240
High: 0.280
Low: 0.240
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.94%
3 Months
  -55.93%
YTD  
+124.14%
1 Year  
+4.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.530 0.204
6M High / 6M Low: 0.670 0.204
High (YTD): 2024-03-28 0.670
Low (YTD): 2024-01-02 0.162
52W High: 2024-03-28 0.670
52W Low: 2023-11-23 0.061
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   0.402
Avg. volume 6M:   0.000
Avg. price 1Y:   0.290
Avg. volume 1Y:   0.000
Volatility 1M:   205.08%
Volatility 6M:   175.95%
Volatility 1Y:   164.42%
Volatility 3Y:   -