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

EUWAX
7/29/2024  6:53:03 PM Chg.-0.29 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.79EUR -13.94% -
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: 8.36
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.06
Implied volatility: 0.45
Historic volatility: 0.17
Parity: 0.06
Time value: 1.98
Break-even: 190.40
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 0.49%
Delta: 0.58
Theta: -0.07
Omega: 4.86
Rho: 0.31
 

Quote data

Open: 2.06
High: 2.06
Low: 1.79
Previous Close: 2.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.94%
1 Month  
+80.81%
3 Months  
+135.53%
YTD  
+179.69%
1 Year  
+103.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.08 1.23
1M High / 1M Low: 2.08 0.73
6M High / 6M Low: 2.09 0.43
High (YTD): 3/6/2024 2.09
Low (YTD): 5/29/2024 0.43
52W High: 3/6/2024 2.09
52W Low: 11/27/2023 0.29
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   1.25
Avg. volume 6M:   0.00
Avg. price 1Y:   0.98
Avg. volume 1Y:   0.00
Volatility 1M:   198.66%
Volatility 6M:   157.29%
Volatility 1Y:   146.91%
Volatility 3Y:   -