Morgan Stanley Call 120 6MK 20.09.2024
/ DE000MB0CZT5
Morgan Stanley Call 120 6MK 20.09.../ DE000MB0CZT5 /
| 24/06/2024 20:38:47 |
Chg.+0.21 |
Bid22:00:02 |
Ask22:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
+16.94% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
120.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
09/11/2022 |
| Last trading day: |
20/09/2024 |
| 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: |
0.00 |
| 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): |
28/03/2024 |
1.58 |
| Low (YTD): |
02/01/2024 |
0.48 |
| 52W High: |
28/03/2024 |
1.58 |
| 52W Low: |
28/11/2023 |
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: |
|
- |
