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Morgan Stanley Call 310 AMG 17.01.../  DE000MB1WVW4  /

EUWAX
2024-09-26  10:05:10 AM Chg.+0.06 Bid3:43:32 PM Ask3:43:32 PM Underlying Strike price Expiration date Option type
2.57EUR +2.39% 2.56
Bid Size: 7,500		 2.60
Ask Size: 7,500		 AMGEN INC. DL-... 310.00 - 2025-01-17 Call
 

Master data

WKN: MB1WVW
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 310.00 -
Maturity: 2025-01-17
Issue date: 2022-12-30
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.20
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.22
Parity: -2.89
Time value: 2.51
Break-even: 335.10
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.76
Spread abs.: 0.04
Spread %: 1.62%
Delta: 0.45
Theta: -0.16
Omega: 5.05
Rho: 0.31
 

Quote data

Open: 2.57
High: 2.57
Low: 2.57
Previous Close: 2.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.77%
1 Month
  -25.07%
3 Months
  -15.74%
YTD  
+20.66%
1 Year  
+49.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.96 2.51
1M High / 1M Low: 3.98 2.51
6M High / 6M Low: 4.50 1.09
High (YTD): 2024-07-24 4.50
Low (YTD): 2024-04-18 1.09
52W High: 2024-07-24 4.50
52W Low: 2023-10-31 1.08
Avg. price 1W:   3.57
Avg. volume 1W:   0.00
Avg. price 1M:   3.62
Avg. volume 1M:   0.00
Avg. price 6M:   2.94
Avg. volume 6M:   0.00
Avg. price 1Y:   2.47
Avg. volume 1Y:   0.00
Volatility 1M:   133.36%
Volatility 6M:   230.48%
Volatility 1Y:   187.25%
Volatility 3Y:   -