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Morgan Stanley Call 120 6MK 20.06.../  DE000MB54PE5  /

Stuttgart
2024-09-20  5:54:31 PM Chg.-0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.750EUR -3.85% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 120.00 - 2025-06-20 Call
 

Master data

WKN: MB54PE
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2025-06-20
Issue date: 2023-03-31
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.81
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.18
Parity: -1.50
Time value: 0.76
Break-even: 127.60
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.41
Theta: -0.02
Omega: 5.64
Rho: 0.26
 

Quote data

Open: 0.790
High: 0.790
Low: 0.750
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -9.64%
3 Months
  -58.56%
YTD  
+5.63%
1 Year
  -13.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.750
1M High / 1M Low: 0.940 0.680
6M High / 6M Low: 2.100 0.680
High (YTD): 2024-03-28 2.100
Low (YTD): 2024-09-12 0.680
52W High: 2024-03-28 2.100
52W Low: 2023-11-29 0.450
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.804
Avg. volume 1M:   0.000
Avg. price 6M:   1.441
Avg. volume 6M:   0.000
Avg. price 1Y:   1.231
Avg. volume 1Y:   0.000
Volatility 1M:   166.73%
Volatility 6M:   133.97%
Volatility 1Y:   119.23%
Volatility 3Y:   -