OverviewChartNewsTraderScreen

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

EUWAX
2024-09-20  8:56:49 PM Chg.+0.02 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
4.38EUR +0.46% -
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: 6.87
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 0.22
Implied volatility: 0.70
Historic volatility: 0.21
Parity: 0.22
Time value: 4.18
Break-even: 344.00
Moneyness: 1.01
Premium: 0.14
Premium p.a.: 0.69
Spread abs.: 0.04
Spread %: 0.92%
Delta: 0.59
Theta: -0.24
Omega: 4.03
Rho: 0.33
 

Quote data

Open: 4.25
High: 4.38
Low: 4.25
Previous Close: 4.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.54%
1 Month  
+18.70%
3 Months  
+39.49%
YTD  
+84.03%
1 Year  
+125.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.38 4.01
1M High / 1M Low: 4.38 3.50
6M High / 6M Low: 4.95 1.22
High (YTD): 2024-07-24 4.95
Low (YTD): 2024-04-18 1.22
52W High: 2024-07-24 4.95
52W Low: 2023-10-31 1.18
Avg. price 1W:   4.27
Avg. volume 1W:   0.00
Avg. price 1M:   4.03
Avg. volume 1M:   0.00
Avg. price 6M:   3.20
Avg. volume 6M:   0.00
Avg. price 1Y:   2.71
Avg. volume 1Y:   0.00
Volatility 1M:   82.35%
Volatility 6M:   217.55%
Volatility 1Y:   180.79%
Volatility 3Y:   -