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Morgan Stanley Call 140 6MK 20.09.../  DE000MB16ZW5  /

EUWAX
6/14/2024  8:57:11 PM Chg.- Bid9:47:55 AM Ask9:47:55 AM Underlying Strike price Expiration date Option type
0.160EUR - 0.159
Bid Size: 2,000		 0.183
Ask Size: 2,000		 MERCK CO. D... 140.00 - 9/20/2024 Call
 

Master data

WKN: MB16ZW
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 9/20/2024
Issue date: 12/5/2022
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.75
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -1.90
Time value: 0.17
Break-even: 141.71
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.84
Spread abs.: 0.00
Spread %: 2.40%
Delta: 0.19
Theta: -0.03
Omega: 13.47
Rho: 0.06
 

Quote data

Open: 0.127
High: 0.160
Low: 0.127
Previous Close: 0.164
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.93%
1 Month
  -29.82%
3 Months
  -8.57%
YTD  
+150.00%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.228 0.160
1M High / 1M Low: 0.242 0.118
6M High / 6M Low: 0.460 0.057
High (YTD): 3/28/2024 0.460
Low (YTD): 1/2/2024 0.093
52W High: 3/28/2024 0.460
52W Low: 11/23/2023 0.028
Avg. price 1W:   0.191
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   222.26%
Volatility 6M:   216.63%
Volatility 1Y:   187.53%
Volatility 3Y:   -