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Morgan Stanley Call 122.5 6MK 21..../  DE000MD9TGS0  /

EUWAX
2024-05-31  8:51:07 PM Chg.- Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.390EUR - -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 122.50 - 2024-06-21 Call
 

Master data

WKN: MD9TGS
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 122.50 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.13
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.16
Parity: -0.15
Time value: 0.43
Break-even: 126.80
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 16.65
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.47
Theta: -0.42
Omega: 13.33
Rho: 0.01
 

Quote data

Open: 0.370
High: 0.440
Low: 0.370
Previous Close: 0.360
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -55.68%
3 Months
  -17.02%
YTD  
+150.00%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.910 0.360
6M High / 6M Low: 1.160 0.127
High (YTD): 2024-03-28 1.160
Low (YTD): 2024-01-02 0.250
52W High: 2024-03-28 1.160
52W Low: 2023-11-23 0.069
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.703
Avg. volume 1M:   0.000
Avg. price 6M:   0.651
Avg. volume 6M:   0.000
Avg. price 1Y:   0.459
Avg. volume 1Y:   0.000
Volatility 1M:   191.70%
Volatility 6M:   251.13%
Volatility 1Y:   210.03%
Volatility 3Y:   -