OverviewChartNewsTraderScreen

Morgan Stanley Call 400 AMG 20.09.../  DE000MB0BQQ2  /

EUWAX
2024-05-06  9:49:52 AM Chg.-0.020 Bid2:09:00 PM Ask2:09:00 PM Underlying Strike price Expiration date Option type
0.179EUR -10.05% 0.174
Bid Size: 750		 -
Ask Size: -		 AMGEN INC. DL-... 400.00 - 2024-09-20 Call
 

Master data

WKN: MB0BQQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-09-20
Issue date: 2022-11-09
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 137.78
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.22
Parity: -11.07
Time value: 0.21
Break-even: 402.10
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 1.40
Spread abs.: 0.02
Spread %: 9.95%
Delta: 0.08
Theta: -0.04
Omega: 11.44
Rho: 0.08
 

Quote data

Open: 0.179
High: 0.179
Low: 0.179
Previous Close: 0.199
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.26%
1 Month  
+26.95%
3 Months
  -51.62%
YTD
  -20.09%
1 Year
  -55.25%
3 Years     -
5 Years     -
1W High / 1W Low: 0.199 0.108
1M High / 1M Low: 0.199 0.102
6M High / 6M Low: 0.420 0.102
High (YTD): 2024-02-05 0.420
Low (YTD): 2024-04-26 0.102
52W High: 2024-02-05 0.420
52W Low: 2023-08-03 0.085
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.208
Avg. volume 1Y:   0.000
Volatility 1M:   319.22%
Volatility 6M:   179.40%
Volatility 1Y:   161.07%
Volatility 3Y:   -