OverviewChartNewsTraderScreen

Morgan Stanley Call 130 6MK 17.01.../  DE000MB1WWV4  /

EUWAX
2024-05-24  8:48:22 PM Chg.-0.090 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.860EUR -9.47% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 130.00 - 2025-01-17 Call
 

Master data

WKN: MB1WWV
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2022-12-30
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.88
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -1.06
Time value: 0.86
Break-even: 138.60
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.45
Theta: -0.03
Omega: 6.25
Rho: 0.29
 

Quote data

Open: 0.980
High: 0.980
Low: 0.860
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.53%
1 Month
  -21.10%
3 Months
  -12.24%
YTD  
+244.00%
1 Year  
+17.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.860
1M High / 1M Low: 1.090 0.800
6M High / 6M Low: 1.190 0.145
High (YTD): 2024-03-28 1.190
Low (YTD): 2024-01-02 0.350
52W High: 2024-03-28 1.190
52W Low: 2023-11-29 0.145
Avg. price 1W:   0.942
Avg. volume 1W:   0.000
Avg. price 1M:   0.929
Avg. volume 1M:   0.000
Avg. price 6M:   0.693
Avg. volume 6M:   0.000
Avg. price 1Y:   0.560
Avg. volume 1Y:   0.000
Volatility 1M:   107.22%
Volatility 6M:   143.00%
Volatility 1Y:   134.44%
Volatility 3Y:   -