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Morgan Stanley Call 130 AMZ 17.01.../  DE000MB037M1  /

EUWAX
7/31/2024  10:38:54 AM Chg.+0.08 Bid4:05:03 PM Ask4:05:03 PM Underlying Strike price Expiration date Option type
5.31EUR +1.53% 5.59
Bid Size: 40,000		 5.60
Ask Size: 40,000		 AMAZON.COM INC. D... 130.00 - 1/17/2025 Call
 

Master data

WKN: MB037M
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 1/17/2025
Issue date: 11/3/2022
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 4.07
Intrinsic value: 3.80
Implied volatility: 0.71
Historic volatility: 0.25
Parity: 3.80
Time value: 1.48
Break-even: 182.80
Moneyness: 1.29
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.19%
Delta: 0.79
Theta: -0.08
Omega: 2.51
Rho: 0.37
 

Quote data

Open: 5.31
High: 5.31
Low: 5.31
Previous Close: 5.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.12%
1 Month
  -19.30%
3 Months
  -1.85%
YTD  
+50.85%
1 Year  
+102.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.37 5.20
1M High / 1M Low: 7.02 5.20
6M High / 6M Low: 7.02 3.67
High (YTD): 7/2/2024 7.02
Low (YTD): 1/5/2024 2.99
52W High: 7/2/2024 7.02
52W Low: 10/26/2023 1.73
Avg. price 1W:   5.28
Avg. volume 1W:   0.00
Avg. price 1M:   6.11
Avg. volume 1M:   0.00
Avg. price 6M:   5.52
Avg. volume 6M:   0.00
Avg. price 1Y:   4.21
Avg. volume 1Y:   0.00
Volatility 1M:   63.54%
Volatility 6M:   72.91%
Volatility 1Y:   84.70%
Volatility 3Y:   -