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Morgan Stanley Call 130 6MK 20.12.../  DE000MB16ZV7  /

EUWAX
5/24/2024  8:57:12 PM Chg.-0.090 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.790EUR -10.23% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 130.00 - 12/20/2024 Call
 

Master data

WKN: MB16ZV
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 12/20/2024
Issue date: 12/5/2022
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.74
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -1.06
Time value: 0.81
Break-even: 138.10
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.44
Theta: -0.03
Omega: 6.49
Rho: 0.25
 

Quote data

Open: 0.900
High: 0.900
Low: 0.790
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.13%
1 Month
  -24.04%
3 Months
  -15.05%
YTD  
+239.06%
1 Year  
+12.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.790
1M High / 1M Low: 0.940 0.750
6M High / 6M Low: 1.140 0.128
High (YTD): 3/28/2024 1.140
Low (YTD): 1/2/2024 0.320
52W High: 3/28/2024 1.140
52W Low: 11/28/2023 0.128
Avg. price 1W:   0.882
Avg. volume 1W:   0.000
Avg. price 1M:   0.867
Avg. volume 1M:   0.000
Avg. price 6M:   0.651
Avg. volume 6M:   0.000
Avg. price 1Y:   0.525
Avg. volume 1Y:   0.000
Volatility 1M:   109.04%
Volatility 6M:   151.49%
Volatility 1Y:   139.70%
Volatility 3Y:   -