Morgan Stanley Call 170 4AB 20.12.../  DE000MB09X80  /

EUWAX
21/06/2024  20:05:46 Chg.-0.16 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
1.08EUR -12.90% -
Bid Size: -
-
Ask Size: -
ABBVIE INC. D... 170.00 - 20/12/2024 Call
 

Master data

WKN: MB09X8
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 20/12/2024
Issue date: 08/11/2022
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.23
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -1.06
Time value: 1.12
Break-even: 181.20
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 0.90%
Delta: 0.46
Theta: -0.05
Omega: 6.58
Rho: 0.31
 

Quote data

Open: 1.21
High: 1.23
Low: 1.08
Previous Close: 1.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+80.00%
3 Months
  -41.94%
YTD  
+68.75%
1 Year  
+140.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 1.04
1M High / 1M Low: 1.24 0.43
6M High / 6M Low: 2.09 0.43
High (YTD): 06/03/2024 2.09
Low (YTD): 29/05/2024 0.43
52W High: 06/03/2024 2.09
52W Low: 27/11/2023 0.29
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   0.82
Avg. volume 1M:   0.00
Avg. price 6M:   1.23
Avg. volume 6M:   0.00
Avg. price 1Y:   0.92
Avg. volume 1Y:   0.00
Volatility 1M:   179.49%
Volatility 6M:   145.18%
Volatility 1Y:   145.38%
Volatility 3Y:   -