Morgan Stanley Call 120 6MK 20.09.2024
/ DE000MB0CZT5
Morgan Stanley Call 120 6MK 20.09.../ DE000MB0CZT5 /
6/24/2024 8:38:47 PM |
Chg.+0.21 |
Bid8:46:00 PM |
Ask8:46:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.45EUR |
+16.94% |
1.46 Bid Size: 50,000 |
1.47 Ask Size: 50,000 |
MERCK CO. D... |
120.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
11/9/2022 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.49 |
Historic volatility: |
0.16 |
Parity: |
0.23 |
Time value: |
1.09 |
Break-even: |
133.20 |
Moneyness: |
1.02 |
Premium: |
0.09 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
0.76% |
Delta: |
0.59 |
Theta: |
-0.07 |
Omega: |
5.50 |
Rho: |
0.14 |
Quote data
Open: |
1.27 |
High: |
1.45 |
Low: |
1.27 |
Previous Close: |
1.24 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+39.42% |
1 Month |
|
|
+23.93% |
3 Months |
|
|
+42.16% |
YTD |
|
|
+326.47% |
1 Year |
|
|
+59.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.28 |
1.04 |
1M High / 1M Low: |
1.34 |
0.88 |
6M High / 6M Low: |
1.58 |
0.32 |
High (YTD): |
3/28/2024 |
1.58 |
Low (YTD): |
1/2/2024 |
0.48 |
52W High: |
3/28/2024 |
1.58 |
52W Low: |
11/28/2023 |
0.17 |
Avg. price 1W: |
|
1.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.07 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.76 |
Avg. volume 1Y: |
|
14.57 |
Volatility 1M: |
|
149.78% |
Volatility 6M: |
|
159.05% |
Volatility 1Y: |
|
147.24% |
Volatility 3Y: |
|
- |