Morgan Stanley Call 165 4AB 17.01.../  DE000MB1WPP0  /

EUWAX
29/07/2024  20:33:37 Chg.-0.32 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
2.25EUR -12.45% -
Bid Size: -
-
Ask Size: -
ABBVIE INC. D... 165.00 - 17/01/2025 Call
 

Master data

WKN: MB1WPP
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 17/01/2025
Issue date: 30/12/2022
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.82
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.56
Implied volatility: 0.45
Historic volatility: 0.17
Parity: 0.56
Time value: 1.94
Break-even: 190.00
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 0.40%
Delta: 0.62
Theta: -0.07
Omega: 4.26
Rho: 0.38
 

Quote data

Open: 2.46
High: 2.46
Low: 2.25
Previous Close: 2.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.75%
1 Month  
+66.67%
3 Months  
+118.45%
YTD  
+167.86%
1 Year  
+106.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.57 1.61
1M High / 1M Low: 2.57 1.04
6M High / 6M Low: 2.57 0.63
High (YTD): 26/07/2024 2.57
Low (YTD): 29/05/2024 0.63
52W High: 26/07/2024 2.57
52W Low: 27/11/2023 0.41
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.47
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   0.00
Avg. price 1Y:   1.26
Avg. volume 1Y:   0.00
Volatility 1M:   182.41%
Volatility 6M:   141.62%
Volatility 1Y:   135.64%
Volatility 3Y:   -