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Morgan Stanley Call 140 AMZ 20.12.../  DE000MB032N0  /

EUWAX
2024-11-12  4:52:49 PM Chg.- Bid8:09:43 AM Ask8:09:43 AM Underlying Strike price Expiration date Option type
6.37EUR - 6.52
Bid Size: 20,000		 6.53
Ask Size: 20,000		 AMAZON.COM INC. D... 140.00 - 2024-12-20 Call
 

Master data

WKN: MB032N
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2022-11-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.04
Leverage: Yes

Calculated values

Fair value: 5.44
Intrinsic value: 5.40
Implied volatility: 1.36
Historic volatility: 0.25
Parity: 5.40
Time value: 0.98
Break-even: 203.80
Moneyness: 1.39
Premium: 0.05
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.83
Theta: -0.29
Omega: 2.53
Rho: 0.10
 

Quote data

Open: 6.36
High: 6.37
Low: 6.36
Previous Close: 6.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.75%
1 Month  
+37.58%
3 Months  
+92.45%
YTD  
+124.30%
1 Year  
+161.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.57 6.14
1M High / 1M Low: 6.57 4.37
6M High / 6M Low: 6.57 2.77
High (YTD): 2024-11-08 6.57
Low (YTD): 2024-01-05 2.36
52W High: 2024-11-08 6.57
52W Low: 2023-11-16 2.34
Avg. price 1W:   6.42
Avg. volume 1W:   0.00
Avg. price 1M:   5.09
Avg. volume 1M:   45.24
Avg. price 6M:   4.56
Avg. volume 6M:   184.50
Avg. price 1Y:   4.12
Avg. volume 1Y:   99.80
Volatility 1M:   132.58%
Volatility 6M:   104.62%
Volatility 1Y:   94.87%
Volatility 3Y:   -