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Morgan Stanley Call 120 6MK 19.12.../  DE000MB9DC85  /

Stuttgart
2024-09-24  2:29:54 PM Chg.-0.020 Bid3:58:39 PM Ask3:58:39 PM Underlying Strike price Expiration date Option type
0.960EUR -2.04% 0.960
Bid Size: 150,000		 0.970
Ask Size: 150,000		 MERCK CO. D... 120.00 - 2025-12-19 Call
 

Master data

WKN: MB9DC8
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2025-12-19
Issue date: 2023-08-01
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.73
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -1.59
Time value: 0.97
Break-even: 129.70
Moneyness: 0.87
Premium: 0.25
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.04%
Delta: 0.45
Theta: -0.02
Omega: 4.79
Rho: 0.45
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.980
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.04%
1 Month
  -12.73%
3 Months
  -59.66%
YTD  
+2.13%
1 Year
  -11.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.980
1M High / 1M Low: 1.240 0.970
6M High / 6M Low: 2.440 0.960
High (YTD): 2024-03-28 2.440
Low (YTD): 2024-08-07 0.960
52W High: 2024-03-28 2.440
52W Low: 2023-11-29 0.620
Avg. price 1W:   1.066
Avg. volume 1W:   0.000
Avg. price 1M:   1.082
Avg. volume 1M:   0.000
Avg. price 6M:   1.745
Avg. volume 6M:   0.000
Avg. price 1Y:   1.504
Avg. volume 1Y:   0.000
Volatility 1M:   128.98%
Volatility 6M:   105.69%
Volatility 1Y:   96.86%
Volatility 3Y:   -