Morgan Stanley Call 280 AMG 20.09.../  DE000MB0BQ80  /

EUWAX
2024-05-14  8:51:53 PM Chg.+0.18 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.55EUR +5.34% -
Bid Size: -
-
Ask Size: -
AMGEN INC. DL-... 280.00 - 2024-09-20 Call
 

Master data

WKN: MB0BQ8
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 280.00 -
Maturity: 2024-09-20
Issue date: 2022-11-09
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.51
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 0.58
Implied volatility: 0.43
Historic volatility: 0.23
Parity: 0.58
Time value: 2.78
Break-even: 313.60
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 0.60%
Delta: 0.60
Theta: -0.12
Omega: 5.13
Rho: 0.49
 

Quote data

Open: 3.37
High: 3.55
Low: 3.37
Previous Close: 3.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.70%
1 Month  
+139.86%
3 Months  
+34.98%
YTD  
+25.00%
1 Year  
+228.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.77 2.78
1M High / 1M Low: 4.08 1.25
6M High / 6M Low: 5.05 1.25
High (YTD): 2024-02-02 5.05
Low (YTD): 2024-04-18 1.25
52W High: 2024-02-02 5.05
52W Low: 2023-07-07 0.53
Avg. price 1W:   3.34
Avg. volume 1W:   0.00
Avg. price 1M:   2.22
Avg. volume 1M:   0.00
Avg. price 6M:   2.52
Avg. volume 6M:   0.00
Avg. price 1Y:   1.96
Avg. volume 1Y:   0.00
Volatility 1M:   509.91%
Volatility 6M:   234.48%
Volatility 1Y:   205.04%
Volatility 3Y:   -