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Morgan Stanley Call 170 4AB 20.12.../  DE000MB09X80  /

EUWAX
7/5/2024  6:30:37 PM Chg.+0.020 Bid10:00:01 PM Ask10:00:01 PM Underlying Strike price Expiration date Option type
0.820EUR +2.50% -
Bid Size: -		 -
Ask Size: -		 ABBVIE INC. D... 170.00 - 12/20/2024 Call
 

Master data

WKN: MB09X8
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 12/20/2024
Issue date: 11/8/2022
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.53
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.17
Parity: -1.57
Time value: 0.88
Break-even: 178.80
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.40
Theta: -0.05
Omega: 7.06
Rho: 0.24
 

Quote data

Open: 0.760
High: 0.820
Low: 0.700
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.17%
1 Month
  -21.90%
3 Months
  -37.40%
YTD  
+28.13%
1 Year  
+82.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.730
1M High / 1M Low: 1.240 0.730
6M High / 6M Low: 2.090 0.430
High (YTD): 3/6/2024 2.090
Low (YTD): 5/29/2024 0.430
52W High: 3/6/2024 2.090
52W Low: 11/27/2023 0.290
Avg. price 1W:   0.858
Avg. volume 1W:   0.000
Avg. price 1M:   1.014
Avg. volume 1M:   0.000
Avg. price 6M:   1.235
Avg. volume 6M:   0.000
Avg. price 1Y:   0.944
Avg. volume 1Y:   0.000
Volatility 1M:   158.31%
Volatility 6M:   143.94%
Volatility 1Y:   147.51%
Volatility 3Y:   -