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

EUWAX
6/21/2024  8:44:16 PM Chg.-0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.890EUR -3.26% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 130.00 - 1/17/2025 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: 1/17/2025
Issue date: 12/30/2022
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.87
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -0.77
Time value: 0.95
Break-even: 139.50
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.48
Theta: -0.03
Omega: 6.17
Rho: 0.28
 

Quote data

Open: 0.860
High: 0.950
Low: 0.860
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.92%
1 Month  
+3.49%
3 Months  
+18.67%
YTD  
+256.00%
1 Year  
+21.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.730
1M High / 1M Low: 0.960 0.610
6M High / 6M Low: 1.190 0.245
High (YTD): 3/28/2024 1.190
Low (YTD): 1/2/2024 0.350
52W High: 3/28/2024 1.190
52W Low: 11/29/2023 0.145
Avg. price 1W:   0.810
Avg. volume 1W:   0.000
Avg. price 1M:   0.809
Avg. volume 1M:   0.000
Avg. price 6M:   0.791
Avg. volume 6M:   0.000
Avg. price 1Y:   0.573
Avg. volume 1Y:   0.000
Volatility 1M:   158.05%
Volatility 6M:   147.65%
Volatility 1Y:   137.43%
Volatility 3Y:   -