Morgan Stanley Call 120 6MK 20.12.2024
/ DE000MB0CZR9
Morgan Stanley Call 120 6MK 20.12.../ DE000MB0CZR9 /
| 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 |
| 1.39EUR |
-7.95% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
120.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB0CZR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2022-11-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.16 |
| Parity: |
-0.06 |
| Time value: |
1.41 |
| Break-even: |
134.10 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
4.90 |
| Rho: |
0.31 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.39 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.71% |
| 1 Month |
|
|
-16.77% |
| 3 Months |
|
|
-7.33% |
| YTD |
|
|
+195.74% |
| 1 Year |
|
|
+34.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.39 |
| 1M High / 1M Low: |
1.67 |
1.31 |
| 6M High / 6M Low: |
1.76 |
0.26 |
| High (YTD): |
2024-03-28 |
1.76 |
| Low (YTD): |
2024-01-02 |
0.63 |
| 52W High: |
2024-03-28 |
1.76 |
| 52W Low: |
2023-11-29 |
0.26 |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.89 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
83.25% |
| Volatility 6M: |
|
131.16% |
| Volatility 1Y: |
|
123.13% |
| Volatility 3Y: |
|
- |
