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Morgan Stanley Call 130 6MK 19.12.../  DE000MB9BRV1  /

Stuttgart
2024-09-24  2:21:31 PM Chg.-0.020 Bid5:33:51 PM Ask5:33:51 PM Underlying Strike price Expiration date Option type
0.600EUR -3.23% 0.610
Bid Size: 150,000		 0.620
Ask Size: 150,000		 MERCK CO. D... 130.00 - 2025-12-19 Call
 

Master data

WKN: MB9BRV
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-12-19
Issue date: 2023-08-01
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.06
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -2.59
Time value: 0.61
Break-even: 136.10
Moneyness: 0.80
Premium: 0.31
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.33
Theta: -0.02
Omega: 5.71
Rho: 0.35
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.92%
1 Month
  -18.92%
3 Months
  -65.52%
YTD
  -4.76%
1 Year
  -22.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.620
1M High / 1M Low: 0.840 0.620
6M High / 6M Low: 1.880 0.610
High (YTD): 2024-03-28 1.880
Low (YTD): 2024-08-07 0.610
52W High: 2024-03-28 1.880
52W Low: 2023-11-29 0.410
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.711
Avg. volume 1M:   0.000
Avg. price 6M:   1.247
Avg. volume 6M:   0.000
Avg. price 1Y:   1.073
Avg. volume 1Y:   0.000
Volatility 1M:   145.37%
Volatility 6M:   123.50%
Volatility 1Y:   110.44%
Volatility 3Y:   -