OverviewChartNewsTraderScreen

Morgan Stanley Call 157.5 AMZ 21..../  DE000MB6RY86  /

Stuttgart
7/5/2024  6:59:24 PM Chg.- Bid8:07:23 AM Ask8:07:23 AM Underlying Strike price Expiration date Option type
4.93EUR - 4.90
Bid Size: 15,000		 4.93
Ask Size: 15,000		 AMAZON.COM INC. D... 157.50 - 3/21/2025 Call
 

Master data

WKN: MB6RY8
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 157.50 -
Maturity: 3/21/2025
Issue date: 5/31/2023
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.74
Leverage: Yes

Calculated values

Fair value: 3.48
Intrinsic value: 2.70
Implied volatility: 0.56
Historic volatility: 0.25
Parity: 2.70
Time value: 2.23
Break-even: 206.80
Moneyness: 1.17
Premium: 0.12
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.20%
Delta: 0.73
Theta: -0.06
Omega: 2.75
Rho: 0.61
 

Quote data

Open: 4.81
High: 4.93
Low: 4.81
Previous Close: 4.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.86%
1 Month  
+28.72%
3 Months  
+18.80%
YTD  
+120.09%
1 Year  
+206.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.01 4.79
1M High / 1M Low: 5.01 3.61
6M High / 6M Low: 5.01 1.91
High (YTD): 7/2/2024 5.01
Low (YTD): 1/5/2024 1.78
52W High: 7/2/2024 5.01
52W Low: 10/26/2023 1.00
Avg. price 1W:   4.88
Avg. volume 1W:   0.00
Avg. price 1M:   4.21
Avg. volume 1M:   0.00
Avg. price 6M:   3.52
Avg. volume 6M:   0.00
Avg. price 1Y:   2.64
Avg. volume 1Y:   0.00
Volatility 1M:   70.13%
Volatility 6M:   90.88%
Volatility 1Y:   107.64%
Volatility 3Y:   -