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Morgan Stanley Call 160 6MK 17.01.../  DE000MB0BVR0  /

EUWAX
2024-05-24  8:42:35 PM Chg.-0.018 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.110EUR -14.06% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 160.00 - 2025-01-17 Call
 

Master data

WKN: MB0BVR
Issuer: Morgan Stanley
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2022-11-09
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 104.72
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -4.06
Time value: 0.11
Break-even: 161.14
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.59
Spread abs.: 0.00
Spread %: 3.64%
Delta: 0.11
Theta: -0.01
Omega: 11.27
Rho: 0.08
 

Quote data

Open: 0.124
High: 0.127
Low: 0.110
Previous Close: 0.128
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -41.80%
3 Months
  -34.13%
YTD  
+115.69%
1 Year
  -51.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.131 0.110
1M High / 1M Low: 0.189 0.110
6M High / 6M Low: 0.233 0.034
High (YTD): 2024-03-28 0.233
Low (YTD): 2024-01-02 0.066
52W High: 2024-03-28 0.233
52W Low: 2023-11-23 0.023
Avg. price 1W:   0.123
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   0.111
Avg. volume 1Y:   0.000
Volatility 1M:   150.68%
Volatility 6M:   140.73%
Volatility 1Y:   148.07%
Volatility 3Y:   -