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Morgan Stanley Call 135 6MK 20.12.../  DE000MB70R09  /

Stuttgart
6/24/2024  2:20:03 PM Chg.+0.030 Bid5:47:07 PM Ask5:47:07 PM Underlying Strike price Expiration date Option type
0.640EUR +4.92% 0.700
Bid Size: 50,000		 0.710
Ask Size: 50,000		 MERCK CO. D... 135.00 - 12/20/2024 Call
 

Master data

WKN: MB70R0
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 12/20/2024
Issue date: 6/6/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.41
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -1.27
Time value: 0.63
Break-even: 141.30
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.39
Theta: -0.03
Omega: 7.57
Rho: 0.20
 

Quote data

Open: 0.610
High: 0.640
Low: 0.610
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+10.34%
3 Months  
+20.75%
YTD  
+278.70%
1 Year  
+10.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.470
1M High / 1M Low: 0.650 0.420
6M High / 6M Low: 0.880 0.160
High (YTD): 3/28/2024 0.880
Low (YTD): 1/2/2024 0.243
52W High: 3/28/2024 0.880
52W Low: 11/23/2023 0.089
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.540
Avg. volume 1M:   0.000
Avg. price 6M:   0.547
Avg. volume 6M:   0.000
Avg. price 1Y:   0.398
Avg. volume 1Y:   0.000
Volatility 1M:   176.99%
Volatility 6M:   166.74%
Volatility 1Y:   150.50%
Volatility 3Y:   -