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Morgan Stanley Call 150 6MK 20.09.../  DE000MB0CZV1  /

EUWAX
5/23/2024  4:09:20 PM Chg.0.000 Bid5:10:31 PM Ask5:10:31 PM Underlying Strike price Expiration date Option type
0.082EUR 0.00% 0.083
Bid Size: 50,000		 0.087
Ask Size: 50,000		 MERCK CO. D... 150.00 - 9/20/2024 Call
 

Master data

WKN: MB0CZV
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 9/20/2024
Issue date: 11/9/2022
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 142.48
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -2.89
Time value: 0.09
Break-even: 150.85
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.95
Spread abs.: 0.00
Spread %: 4.94%
Delta: 0.10
Theta: -0.01
Omega: 14.78
Rho: 0.04
 

Quote data

Open: 0.071
High: 0.082
Low: 0.071
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month
  -21.15%
3 Months
  -47.77%
YTD  
+127.78%
1 Year
  -64.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.076
1M High / 1M Low: 0.137 0.071
6M High / 6M Low: 0.214 0.013
High (YTD): 3/28/2024 0.214
Low (YTD): 1/2/2024 0.048
52W High: 5/24/2023 0.240
52W Low: 11/23/2023 0.013
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.090
Avg. volume 6M:   0.000
Avg. price 1Y:   0.094
Avg. volume 1Y:   0.000
Volatility 1M:   194.64%
Volatility 6M:   202.80%
Volatility 1Y:   179.30%
Volatility 3Y:   -