OverviewChartNewsTraderScreen

Morgan Stanley Call 135 6MK 20.06.../  DE000MB71HA4  /

Stuttgart
2024-09-24  2:17:03 PM Chg.-0.020 Bid7:19:46 PM Ask7:19:46 PM Underlying Strike price Expiration date Option type
0.240EUR -7.69% 0.229
Bid Size: 150,000		 0.233
Ask Size: 150,000		 MERCK CO. D... 135.00 - 2025-06-20 Call
 

Master data

WKN: MB71HA
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2025-06-20
Issue date: 2023-06-06
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.63
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -3.09
Time value: 0.25
Break-even: 137.50
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.20
Theta: -0.01
Omega: 8.26
Rho: 0.13
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -29.41%
3 Months
  -79.13%
YTD
  -27.27%
1 Year
  -47.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.260
1M High / 1M Low: 0.410 0.260
6M High / 6M Low: 1.280 0.260
High (YTD): 2024-03-28 1.280
Low (YTD): 2024-09-23 0.260
52W High: 2024-03-28 1.280
52W Low: 2023-11-29 0.209
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.322
Avg. volume 1M:   0.000
Avg. price 6M:   0.750
Avg. volume 6M:   0.000
Avg. price 1Y:   0.644
Avg. volume 1Y:   0.000
Volatility 1M:   204.85%
Volatility 6M:   160.87%
Volatility 1Y:   141.27%
Volatility 3Y:   -