OverviewChartNewsTraderScreen

Morgan Stanley Call 160 6MK 17.01.../  DE000MB0BVR0  /

EUWAX
8/2/2024  3:49:16 PM Chg.+0.004 Bid5:36:25 PM Ask5:36:25 PM Underlying Strike price Expiration date Option type
0.056EUR +7.69% 0.056
Bid Size: 150,000		 0.060
Ask Size: 150,000		 MERCK CO. D... 160.00 - 1/17/2025 Call
 

Master data

WKN: MB0BVR
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 1/17/2025
Issue date: 11/9/2022
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 178.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -5.45
Time value: 0.06
Break-even: 160.59
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 1.49
Spread abs.: 0.01
Spread %: 9.26%
Delta: 0.06
Theta: -0.01
Omega: 10.66
Rho: 0.03
 

Quote data

Open: 0.044
High: 0.056
Low: 0.044
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.12%
1 Month
  -45.10%
3 Months
  -58.82%
YTD  
+9.80%
1 Year
  -46.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.052
1M High / 1M Low: 0.102 0.052
6M High / 6M Low: 0.233 0.052
High (YTD): 3/28/2024 0.233
Low (YTD): 8/1/2024 0.052
52W High: 3/28/2024 0.233
52W Low: 11/23/2023 0.023
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   0.101
Avg. volume 1Y:   0.000
Volatility 1M:   170.00%
Volatility 6M:   156.37%
Volatility 1Y:   154.21%
Volatility 3Y:   -