Morgan Stanley Call 165 4AB 17.01.../  DE000MB1WPP0  /

EUWAX
14/06/2024  20:48:44 Chg.- Bid08:54:46 Ask08:54:46 Underlying Strike price Expiration date Option type
1.35EUR - 1.31
Bid Size: 1,000
1.36
Ask Size: 1,000
ABBVIE INC. D... 165.00 - 17/01/2025 Call
 

Master data

WKN: MB1WPP
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 17/01/2025
Issue date: 30/12/2022
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.58
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -0.75
Time value: 1.36
Break-even: 178.60
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.51
Theta: -0.04
Omega: 5.88
Rho: 0.39
 

Quote data

Open: 1.18
High: 1.35
Low: 1.18
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.93%
1 Month  
+10.66%
3 Months
  -42.80%
YTD  
+60.71%
1 Year  
+125.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.42 1.14
1M High / 1M Low: 1.42 0.63
6M High / 6M Low: 2.52 0.63
High (YTD): 12/03/2024 2.52
Low (YTD): 29/05/2024 0.63
52W High: 12/03/2024 2.52
52W Low: 27/11/2023 0.41
Avg. price 1W:   1.29
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   1.53
Avg. volume 6M:   0.00
Avg. price 1Y:   1.16
Avg. volume 1Y:   0.00
Volatility 1M:   171.51%
Volatility 6M:   130.76%
Volatility 1Y:   135.72%
Volatility 3Y:   -