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Morgan Stanley Call 145 6MK 17.01.../  DE000MB745P2  /

Stuttgart
2024-07-26  3:28:47 PM Chg.-0.002 Bid8:13:46 PM Ask8:13:46 PM Underlying Strike price Expiration date Option type
0.217EUR -0.91% 0.217
Bid Size: 25,000		 0.221
Ask Size: 25,000		 MERCK CO. D... 145.00 - 2025-01-17 Call
 

Master data

WKN: MB745P
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2025-01-17
Issue date: 2023-06-07
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.72
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -2.90
Time value: 0.22
Break-even: 147.20
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.64
Spread abs.: 0.00
Spread %: 1.85%
Delta: 0.18
Theta: -0.02
Omega: 9.75
Rho: 0.09
 

Quote data

Open: 0.196
High: 0.217
Low: 0.196
Previous Close: 0.219
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.88%
1 Month
  -47.07%
3 Months
  -53.83%
YTD  
+123.71%
1 Year  
+0.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.219 0.176
1M High / 1M Low: 0.410 0.171
6M High / 6M Low: 0.540 0.171
High (YTD): 2024-03-28 0.540
Low (YTD): 2024-01-02 0.135
52W High: 2024-03-28 0.540
52W Low: 2023-11-23 0.052
Avg. price 1W:   0.201
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   0.319
Avg. volume 6M:   0.000
Avg. price 1Y:   0.235
Avg. volume 1Y:   0.000
Volatility 1M:   198.13%
Volatility 6M:   177.45%
Volatility 1Y:   158.48%
Volatility 3Y:   -