OverviewChartNewsTraderScreen

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

EUWAX
9/26/2024  9:08:06 PM Chg.- Bid8:22:53 AM Ask8:22:53 AM Underlying Strike price Expiration date Option type
0.062EUR - 0.060
Bid Size: 10,000		 0.068
Ask Size: 10,000		 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: 135.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.18
Parity: -2.69
Time value: 0.08
Break-even: 130.76
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 1.78
Spread abs.: 0.00
Spread %: 5.56%
Delta: 0.10
Theta: -0.02
Omega: 13.67
Rho: 0.02
 

Quote data

Open: 0.074
High: 0.074
Low: 0.060
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.95%
1 Month
  -58.11%
3 Months
  -91.95%
YTD
  -73.39%
1 Year
  -79.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.105 0.062
1M High / 1M Low: 0.224 0.062
6M High / 6M Low: 1.140 0.062
High (YTD): 3/28/2024 1.140
Low (YTD): 9/26/2024 0.062
52W High: 3/28/2024 1.140
52W Low: 9/26/2024 0.062
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.574
Avg. volume 6M:   0.000
Avg. price 1Y:   0.507
Avg. volume 1Y:   0.000
Volatility 1M:   379.95%
Volatility 6M:   233.62%
Volatility 1Y:   201.94%
Volatility 3Y:   -