Morgan Stanley Call 250 AMC 20.06.../  DE000MB7WAU9  /

Stuttgart
2024-06-10  12:50:32 PM Chg.-0.042 Bid5:32:23 PM Ask5:32:23 PM Underlying Strike price Expiration date Option type
0.176EUR -19.27% 0.182
Bid Size: 40,000
0.214
Ask Size: 40,000
ALBEMARLE CORP. D... 250.00 - 2025-06-20 Call
 

Master data

WKN: MB7WAU
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-06-20
Issue date: 2023-06-26
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.14
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.47
Parity: -14.34
Time value: 0.22
Break-even: 252.17
Moneyness: 0.43
Premium: 1.36
Premium p.a.: 1.31
Spread abs.: 0.04
Spread %: 19.89%
Delta: 0.10
Theta: -0.01
Omega: 4.91
Rho: 0.09
 

Quote data

Open: 0.176
High: 0.176
Low: 0.176
Previous Close: 0.218
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.14%
1 Month
  -57.07%
3 Months
  -60.89%
YTD
  -84.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.217
1M High / 1M Low: 0.480 0.217
6M High / 6M Low: 1.200 0.217
High (YTD): 2024-01-02 1.150
Low (YTD): 2024-06-06 0.217
52W High: - -
52W Low: - -
Avg. price 1W:   0.253
Avg. volume 1W:   1,166.600
Avg. price 1M:   0.350
Avg. volume 1M:   277.762
Avg. price 6M:   0.554
Avg. volume 6M:   288.976
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.17%
Volatility 6M:   178.71%
Volatility 1Y:   -
Volatility 3Y:   -