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

EUWAX
2024-05-23  4:44:15 PM Chg.+0.008 Bid5:40:12 PM Ask5:40:12 PM Underlying Strike price Expiration date Option type
0.250EUR +3.31% 0.233
Bid Size: 50,000		 0.237
Ask Size: 50,000		 MERCK CO. D... 140.00 - 2024-09-20 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: 2024-09-20
Issue date: 2022-12-05
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.46
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -1.89
Time value: 0.24
Break-even: 142.40
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.64
Spread abs.: 0.00
Spread %: 1.69%
Delta: 0.23
Theta: -0.03
Omega: 11.55
Rho: 0.08
 

Quote data

Open: 0.220
High: 0.250
Low: 0.220
Previous Close: 0.242
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.73%
1 Month  
+2.04%
3 Months
  -30.56%
YTD  
+290.63%
1 Year
  -37.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.242 0.220
1M High / 1M Low: 0.340 0.186
6M High / 6M Low: 0.460 0.028
High (YTD): 2024-03-28 0.460
Low (YTD): 2024-01-02 0.093
52W High: 2024-03-28 0.460
52W Low: 2023-11-23 0.028
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.241
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   205.50%
Volatility 6M:   209.20%
Volatility 1Y:   181.28%
Volatility 3Y:   -