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

EUWAX
5/23/2024  3:59:43 PM Chg.+0.002 Bid5/23/2024 Ask5/23/2024 Underlying Strike price Expiration date Option type
0.135EUR +1.50% 0.134
Bid Size: 20,000		 0.157
Ask Size: 20,000		 AMGEN INC. DL-... 400.00 - 9/20/2024 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: 9/20/2024
Issue date: 11/9/2022
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 183.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -11.42
Time value: 0.16
Break-even: 401.56
Moneyness: 0.71
Premium: 0.40
Premium p.a.: 1.81
Spread abs.: 0.02
Spread %: 17.29%
Delta: 0.07
Theta: -0.03
Omega: 12.19
Rho: 0.06
 

Quote data

Open: 0.131
High: 0.135
Low: 0.131
Previous Close: 0.133
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.40%
1 Month  
+3.05%
3 Months
  -6.25%
YTD
  -39.73%
1 Year
  -56.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.149 0.129
1M High / 1M Low: 0.199 0.102
6M High / 6M Low: 0.420 0.102
High (YTD): 2/5/2024 0.420
Low (YTD): 4/26/2024 0.102
52W High: 2/5/2024 0.420
52W Low: 8/3/2023 0.085
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   0.197
Avg. volume 1Y:   0.000
Volatility 1M:   338.87%
Volatility 6M:   184.95%
Volatility 1Y:   164.42%
Volatility 3Y:   -