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

EUWAX
2024-05-24  8:48:09 PM Chg.-0.110 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.730EUR -13.10% -
Bid Size: -
-
Ask Size: -
ABBVIE INC. D... 165.00 - 2025-01-17 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: 2025-01-17
Issue date: 2022-12-30
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.31
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.17
Parity: -2.02
Time value: 0.75
Break-even: 172.50
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.37
Theta: -0.03
Omega: 7.09
Rho: 0.30
 

Quote data

Open: 0.810
High: 0.810
Low: 0.730
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.16%
1 Month
  -49.66%
3 Months
  -67.98%
YTD
  -13.10%
1 Year  
+2.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.730
1M High / 1M Low: 1.450 0.730
6M High / 6M Low: 2.520 0.410
High (YTD): 2024-03-12 2.520
Low (YTD): 2024-05-24 0.730
52W High: 2024-03-12 2.520
52W Low: 2023-11-27 0.410
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   1.045
Avg. volume 1M:   0.000
Avg. price 6M:   1.483
Avg. volume 6M:   0.000
Avg. price 1Y:   1.127
Avg. volume 1Y:   0.000
Volatility 1M:   179.76%
Volatility 6M:   125.65%
Volatility 1Y:   132.40%
Volatility 3Y:   -