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Morgan Stanley Call 120 AWC 21.06.../  DE000MB794R6  /

Stuttgart
2024-05-31  5:47:27 PM Chg.- Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
0.770EUR - -
Bid Size: -		 -
Ask Size: -		 AMERICAN WATER WKS D... 120.00 - 2024-06-21 Call
 

Master data

WKN: MB794R
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMERICAN WATER WKS DL-,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2023-06-09
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 14.73
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.08
Implied volatility: 1.26
Historic volatility: 0.20
Parity: 0.08
Time value: 0.74
Break-even: 128.20
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 36.47
Spread abs.: 0.02
Spread %: 2.50%
Delta: 0.55
Theta: -0.65
Omega: 8.10
Rho: 0.01
 

Quote data

Open: 0.600
High: 0.770
Low: 0.600
Previous Close: 0.550
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -11.49%
3 Months  
+133.33%
YTD  
+18.46%
1 Year
  -4.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.900 0.490
6M High / 6M Low: 0.900 0.230
High (YTD): 2024-05-22 0.900
Low (YTD): 2024-04-16 0.230
52W High: 2024-05-22 0.900
52W Low: 2024-04-16 0.230
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.758
Avg. volume 1M:   0.000
Avg. price 6M:   0.535
Avg. volume 6M:   0.000
Avg. price 1Y:   0.618
Avg. volume 1Y:   0.000
Volatility 1M:   269.59%
Volatility 6M:   153.37%
Volatility 1Y:   117.12%
Volatility 3Y:   -