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Morgan Stanley Call 300 AMG 20.09.../  DE000MB0BQA6  /

EUWAX
2024-06-24  3:17:56 PM Chg.-0.18 Bid7:58:40 PM Ask7:58:40 PM Underlying Strike price Expiration date Option type
1.86EUR -8.82% 2.35
Bid Size: 20,000		 2.38
Ask Size: 20,000		 AMGEN INC. DL-... 300.00 - 2024-09-20 Call
 

Master data

WKN: MB0BQA
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-09-20
Issue date: 2022-11-09
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.86
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.23
Parity: -1.17
Time value: 1.94
Break-even: 319.40
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.53
Spread abs.: 0.03
Spread %: 1.57%
Delta: 0.48
Theta: -0.14
Omega: 7.13
Rho: 0.29
 

Quote data

Open: 1.85
High: 1.86
Low: 1.85
Previous Close: 2.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.98%
1 Month
  -5.10%
3 Months  
+72.22%
YTD
  -1.06%
1 Year  
+238.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.04 1.59
1M High / 1M Low: 2.09 1.31
6M High / 6M Low: 3.70 0.70
High (YTD): 2024-02-05 3.70
Low (YTD): 2024-04-18 0.70
52W High: 2024-02-05 3.70
52W Low: 2023-08-03 0.35
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   1.78
Avg. volume 6M:   0.00
Avg. price 1Y:   1.44
Avg. volume 1Y:   0.00
Volatility 1M:   193.97%
Volatility 6M:   308.76%
Volatility 1Y:   250.86%
Volatility 3Y:   -