Morgan Stanley Call 129 AMZ 17.01.2025
/ DE000MB037L3
Morgan Stanley Call 129 AMZ 17.01.../ DE000MB037L3 /
2024-07-05 8:32:57 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.03EUR |
- |
- Bid Size: - |
- Ask Size: - |
AMAZON.COM INC. D... |
129.00 - |
2025-01-17 |
Call |
Master data
WKN: |
MB037L |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AMAZON.COM INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
129.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2022-11-03 |
Last trading day: |
2024-07-08 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.17 |
Intrinsic value: |
3.90 |
Implied volatility: |
1.21 |
Historic volatility: |
0.25 |
Parity: |
3.90 |
Time value: |
3.13 |
Break-even: |
199.30 |
Moneyness: |
1.30 |
Premium: |
0.19 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.01 |
Spread %: |
0.14% |
Delta: |
0.77 |
Theta: |
-0.13 |
Omega: |
1.85 |
Rho: |
0.28 |
Quote data
Open: |
6.88 |
High: |
7.04 |
Low: |
6.88 |
Previous Close: |
6.90 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+5.40% |
3 Months |
|
|
+28.05% |
YTD |
|
|
+96.37% |
1 Year |
|
|
+163.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
7.10 |
6.87 |
6M High / 6M Low: |
7.10 |
3.74 |
High (YTD): |
2024-07-02 |
7.10 |
Low (YTD): |
2024-01-05 |
3.05 |
52W High: |
2024-07-02 |
7.10 |
52W Low: |
2023-10-26 |
1.77 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
6.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.54 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.15 |
Avg. volume 1Y: |
|
3.35 |
Volatility 1M: |
|
43.93% |
Volatility 6M: |
|
72.20% |
Volatility 1Y: |
|
85.02% |
Volatility 3Y: |
|
- |