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Morgan Stanley Call 127.5 6MK 21..../  DE000MB07J56  /

EUWAX
2024-05-24  6:16:17 PM Chg.-0.110 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.350EUR -23.91% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 127.50 - 2024-06-21 Call
 

Master data

WKN: MB07J5
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 127.50 -
Maturity: 2024-06-21
Issue date: 2022-11-07
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.11
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.16
Parity: -0.81
Time value: 0.34
Break-even: 130.90
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 2.47
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.34
Theta: -0.11
Omega: 12.04
Rho: 0.03
 

Quote data

Open: 0.470
High: 0.470
Low: 0.350
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -45.31%
3 Months
  -44.44%
YTD  
+297.73%
1 Year
  -31.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.350
1M High / 1M Low: 0.640 0.310
6M High / 6M Low: 0.790 0.043
High (YTD): 2024-03-28 0.790
Low (YTD): 2024-01-02 0.151
52W High: 2024-03-28 0.790
52W Low: 2023-11-23 0.037
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.431
Avg. volume 1M:   0.000
Avg. price 6M:   0.359
Avg. volume 6M:   0.000
Avg. price 1Y:   0.299
Avg. volume 1Y:   0.000
Volatility 1M:   281.82%
Volatility 6M:   259.83%
Volatility 1Y:   216.01%
Volatility 3Y:   -