Morgan Stanley Call 480 AMG 20.09.../  DE000MB0FW62  /

EUWAX
5/20/2024  9:18:57 PM Chg.-0.001 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.102EUR -0.97% -
Bid Size: -
-
Ask Size: -
AMGEN INC. DL-... 480.00 - 9/20/2024 Call
 

Master data

WKN: MB0FW6
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 9/20/2024
Issue date: 11/10/2022
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 221.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.22
Parity: -19.26
Time value: 0.13
Break-even: 481.30
Moneyness: 0.60
Premium: 0.67
Premium p.a.: 3.62
Spread abs.: 0.02
Spread %: 20.37%
Delta: 0.04
Theta: -0.03
Omega: 9.85
Rho: 0.04
 

Quote data

Open: 0.102
High: 0.102
Low: 0.102
Previous Close: 0.103
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month
  -5.56%
3 Months  
+12.09%
YTD
  -19.69%
1 Year
  -70.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.107 0.103
1M High / 1M Low: 0.116 0.086
6M High / 6M Low: 0.167 0.071
High (YTD): 1/3/2024 0.151
Low (YTD): 3/4/2024 0.071
52W High: 5/25/2023 0.290
52W Low: 7/7/2023 0.070
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   0.141
Avg. volume 1Y:   0.000
Volatility 1M:   110.86%
Volatility 6M:   105.08%
Volatility 1Y:   203.03%
Volatility 3Y:   -