Morgan Stanley Call 170 4AB 20.09.../  DE000MB09X98  /

EUWAX
2024-06-28  4:05:02 PM Chg.-0.110 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.620EUR -15.07% -
Bid Size: -
-
Ask Size: -
ABBVIE INC. D... 170.00 - 2024-09-20 Call
 

Master data

WKN: MB09X9
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-09-20
Issue date: 2022-11-08
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.45
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -1.22
Time value: 0.62
Break-even: 176.20
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.38
Theta: -0.06
Omega: 9.56
Rho: 0.12
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.68%
1 Month  
+222.92%
3 Months
  -62.87%
YTD  
+34.78%
1 Year  
+113.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.620
1M High / 1M Low: 0.870 0.192
6M High / 6M Low: 1.760 0.192
High (YTD): 2024-03-06 1.760
Low (YTD): 2024-05-29 0.192
52W High: 2024-03-06 1.760
52W Low: 2023-11-27 0.177
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.600
Avg. volume 1M:   0.000
Avg. price 6M:   0.933
Avg. volume 6M:   0.000
Avg. price 1Y:   0.696
Avg. volume 1Y:   0.000
Volatility 1M:   244.88%
Volatility 6M:   196.63%
Volatility 1Y:   186.33%
Volatility 3Y:   -