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Morgan Stanley Call 170 ZOE 17.01.../  DE000MB35402  /

Stuttgart
2024-10-04  4:24:21 PM Chg.-0.07 Bid8:48:31 PM Ask8:48:31 PM Underlying Strike price Expiration date Option type
2.44EUR -2.79% 2.37
Bid Size: 40,000		 2.40
Ask Size: 40,000		 ZOETIS INC. CL.A DL... 170.00 - 2025-01-17 Call
 

Master data

WKN: MB3540
Issuer: Morgan Stanley
Currency: EUR
Underlying: ZOETIS INC. CL.A DL -,01
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-02-02
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.90
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.31
Implied volatility: 0.62
Historic volatility: 0.23
Parity: 0.31
Time value: 2.20
Break-even: 195.10
Moneyness: 1.02
Premium: 0.13
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 0.80%
Delta: 0.60
Theta: -0.11
Omega: 4.13
Rho: 0.23
 

Quote data

Open: 2.48
High: 2.48
Low: 2.44
Previous Close: 2.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.39%
1 Month  
+22.00%
3 Months  
+25.13%
YTD
  -42.45%
1 Year
  -10.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.85 2.62
1M High / 1M Low: 3.03 2.00
6M High / 6M Low: 3.03 0.82
High (YTD): 2024-01-15 4.37
Low (YTD): 2024-04-22 0.82
52W High: 2023-12-14 4.54
52W Low: 2024-04-22 0.82
Avg. price 1W:   2.74
Avg. volume 1W:   0.00
Avg. price 1M:   2.61
Avg. volume 1M:   0.00
Avg. price 6M:   1.98
Avg. volume 6M:   0.00
Avg. price 1Y:   2.54
Avg. volume 1Y:   0.00
Volatility 1M:   109.34%
Volatility 6M:   139.58%
Volatility 1Y:   122.12%
Volatility 3Y:   -