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Morgan Stanley Call 320 AMG 21.06.../  DE000MD7BV74  /

EUWAX
2024-05-14  3:09:41 PM Chg.+0.010 Bid4:00:52 PM Ask4:00:52 PM Underlying Strike price Expiration date Option type
0.340EUR +3.03% 0.390
Bid Size: 40,000		 0.410
Ask Size: 40,000		 AMGEN INC. DL-... 320.00 - 2024-06-21 Call
 

Master data

WKN: MD7BV7
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2024-06-21
Issue date: 2022-08-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 79.39
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -3.42
Time value: 0.36
Break-even: 323.60
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 2.30
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.20
Theta: -0.13
Omega: 15.78
Rho: 0.06
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.25%
1 Month  
+107.32%
3 Months
  -32.00%
YTD
  -50.72%
1 Year
  -5.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.219
1M High / 1M Low: 0.790 0.118
6M High / 6M Low: 2.070 0.118
High (YTD): 2024-02-02 2.070
Low (YTD): 2024-04-25 0.118
52W High: 2024-02-02 2.070
52W Low: 2024-04-25 0.118
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   0.000
Avg. price 1Y:   0.485
Avg. volume 1Y:   0.000
Volatility 1M:   1,713.18%
Volatility 6M:   699.71%
Volatility 1Y:   516.68%
Volatility 3Y:   -