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Morgan Stanley Call 115 6MK 17.01.../  DE000MB6U3V7  /

Stuttgart
9/26/2024  3:18:07 PM Chg.-0.060 Bid5:46:44 PM Ask5:46:44 PM Underlying Strike price Expiration date Option type
0.510EUR -10.53% 0.470
Bid Size: 150,000		 0.480
Ask Size: 150,000		 MERCK CO. D... 115.00 - 1/17/2025 Call
 

Master data

WKN: MB6U3V
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 1/17/2025
Issue date: 6/1/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.09
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.18
Parity: -1.19
Time value: 0.54
Break-even: 120.40
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.37
Theta: -0.04
Omega: 7.15
Rho: 0.10
 

Quote data

Open: 0.520
High: 0.520
Low: 0.510
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month
  -27.14%
3 Months
  -76.06%
YTD
  -21.54%
1 Year
  -37.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.540
1M High / 1M Low: 0.880 0.540
6M High / 6M Low: 2.170 0.540
High (YTD): 3/28/2024 2.170
Low (YTD): 9/24/2024 0.540
52W High: 3/28/2024 2.170
52W Low: 11/29/2023 0.410
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.688
Avg. volume 1M:   0.000
Avg. price 6M:   1.395
Avg. volume 6M:   .775
Avg. price 1Y:   1.211
Avg. volume 1Y:   .391
Volatility 1M:   255.55%
Volatility 6M:   162.10%
Volatility 1Y:   142.48%
Volatility 3Y:   -