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

EUWAX
9/26/2024  9:50:10 AM Chg.-0.005 Bid1:32:25 PM Ask1:32:25 PM Underlying Strike price Expiration date Option type
0.015EUR -25.00% 0.021
Bid Size: 10,000		 0.040
Ask Size: 10,000		 MERCK CO. D... 160.00 - 1/17/2025 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: 1/17/2025
Issue date: 11/9/2022
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 257.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.18
Parity: -5.69
Time value: 0.04
Break-even: 160.40
Moneyness: 0.64
Premium: 0.56
Premium p.a.: 3.17
Spread abs.: 0.02
Spread %: 81.82%
Delta: 0.04
Theta: -0.01
Omega: 11.29
Rho: 0.01
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.78%
1 Month
  -66.67%
3 Months
  -90.38%
YTD
  -70.59%
1 Year
  -82.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.020
1M High / 1M Low: 0.045 0.020
6M High / 6M Low: 0.233 0.020
High (YTD): 3/28/2024 0.233
Low (YTD): 9/25/2024 0.020
52W High: 3/28/2024 0.233
52W Low: 9/25/2024 0.020
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   0.091
Avg. volume 1Y:   0.000
Volatility 1M:   161.50%
Volatility 6M:   160.20%
Volatility 1Y:   158.02%
Volatility 3Y:   -