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Morgan Stanley Call 250 AMG 21.06.../  DE000MD7CFR4  /

EUWAX
29/05/2024  15:13:11 Chg.-0.90 Bid19:59:53 Ask19:59:53 Underlying Strike price Expiration date Option type
4.55EUR -16.51% 4.46
Bid Size: 20,000		 4.49
Ask Size: 20,000		 AMGEN INC. DL-... 250.00 - 21/06/2024 Call
 

Master data

WKN: MD7CFR
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 21/06/2024
Issue date: 24/08/2022
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.74
Leverage: Yes

Calculated values

Fair value: 2.74
Intrinsic value: 2.66
Implied volatility: 1.25
Historic volatility: 0.23
Parity: 2.66
Time value: 2.16
Break-even: 298.20
Moneyness: 1.11
Premium: 0.08
Premium p.a.: 2.29
Spread abs.: 0.03
Spread %: 0.63%
Delta: 0.69
Theta: -0.68
Omega: 3.94
Rho: 0.09
 

Quote data

Open: 4.70
High: 4.70
Low: 4.55
Previous Close: 5.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.62%
1 Month  
+100.44%
3 Months  
+45.83%
YTD  
+8.08%
1 Year  
+359.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.88 5.35
1M High / 1M Low: 6.46 2.27
6M High / 6M Low: 7.25 2.00
High (YTD): 02/02/2024 7.25
Low (YTD): 18/04/2024 2.00
52W High: 02/02/2024 7.25
52W Low: 07/07/2023 0.83
Avg. price 1W:   5.55
Avg. volume 1W:   0.00
Avg. price 1M:   5.21
Avg. volume 1M:   0.00
Avg. price 6M:   4.13
Avg. volume 6M:   0.00
Avg. price 1Y:   3.21
Avg. volume 1Y:   44.14
Volatility 1M:   415.43%
Volatility 6M:   199.55%
Volatility 1Y:   180.14%
Volatility 3Y:   -