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

EUWAX
2024-05-24  8:08:44 PM Chg.-0.100 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.500EUR -16.67% -
Bid Size: -
-
Ask Size: -
ABBVIE INC. D... 170.00 - 2024-12-20 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: 2024-12-20
Issue date: 2022-11-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.32
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.17
Parity: -2.52
Time value: 0.53
Break-even: 175.30
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.30
Theta: -0.03
Omega: 8.13
Rho: 0.22
 

Quote data

Open: 0.540
High: 0.560
Low: 0.500
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -57.27%
3 Months
  -72.97%
YTD
  -21.88%
1 Year
  -13.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.500
1M High / 1M Low: 1.170 0.500
6M High / 6M Low: 2.090 0.290
High (YTD): 2024-03-06 2.090
Low (YTD): 2024-05-24 0.500
52W High: 2024-03-06 2.090
52W Low: 2023-11-27 0.290
Avg. price 1W:   0.674
Avg. volume 1W:   0.000
Avg. price 1M:   0.765
Avg. volume 1M:   0.000
Avg. price 6M:   1.179
Avg. volume 6M:   0.000
Avg. price 1Y:   0.892
Avg. volume 1Y:   0.000
Volatility 1M:   202.29%
Volatility 6M:   137.50%
Volatility 1Y:   140.82%
Volatility 3Y:   -