Morgan Stanley Call 120 6MK 20.09.2024
/ DE000MB0CZT5
Morgan Stanley Call 120 6MK 20.09.../ DE000MB0CZT5 /
| 2024-05-24 8:43:20 PM |
Chg.-0.12 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-9.30% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
120.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
MB0CZT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2022-11-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.16 |
| Parity: |
-0.06 |
| Time value: |
1.18 |
| Break-even: |
131.80 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.56 |
| Theta: |
-0.05 |
| Omega: |
5.66 |
| Rho: |
0.18 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.17 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.59% |
| 1 Month |
|
|
-19.31% |
| 3 Months |
|
|
-10.69% |
| YTD |
|
|
+244.12% |
| 1 Year |
|
|
+31.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.17 |
| 1M High / 1M Low: |
1.45 |
1.09 |
| 6M High / 6M Low: |
1.58 |
0.17 |
| High (YTD): |
2024-03-28 |
1.58 |
| Low (YTD): |
2024-01-02 |
0.48 |
| 52W High: |
2024-03-28 |
1.58 |
| 52W Low: |
2023-11-28 |
0.17 |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.73 |
| Avg. volume 1Y: |
|
16.08 |
| Volatility 1M: |
|
103.90% |
| Volatility 6M: |
|
157.74% |
| Volatility 1Y: |
|
145.30% |
| Volatility 3Y: |
|
- |
