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Morgan Stanley Call 300 AMG 20.12.../  DE000MB16YM9  /

EUWAX
2024-06-14  8:57:10 PM Chg.+0.01 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.39EUR +0.42% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 300.00 - 2024-12-20 Call
 

Master data

WKN: MB16YM
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-12-20
Issue date: 2022-12-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.39
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.22
Parity: -2.10
Time value: 2.45
Break-even: 324.50
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 1.24%
Delta: 0.48
Theta: -0.09
Omega: 5.44
Rho: 0.56
 

Quote data

Open: 2.32
High: 2.39
Low: 2.32
Previous Close: 2.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.59%
1 Month
  -33.61%
3 Months  
+62.59%
YTD  
+0.42%
1 Year  
+387.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.70 2.38
1M High / 1M Low: 3.60 2.38
6M High / 6M Low: 4.31 1.22
High (YTD): 2024-02-05 4.31
Low (YTD): 2024-04-18 1.22
52W High: 2024-02-05 4.31
52W Low: 2023-07-07 0.34
Avg. price 1W:   2.53
Avg. volume 1W:   0.00
Avg. price 1M:   2.97
Avg. volume 1M:   0.00
Avg. price 6M:   2.44
Avg. volume 6M:   0.00
Avg. price 1Y:   1.89
Avg. volume 1Y:   0.00
Volatility 1M:   102.50%
Volatility 6M:   220.02%
Volatility 1Y:   192.88%
Volatility 3Y:   -