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

Stuttgart
7/31/2024  3:22:49 PM Chg.+0.18 Bid5:46:05 PM Ask5:46:05 PM Underlying Strike price Expiration date Option type
3.60EUR +5.26% 3.81
Bid Size: 40,000		 3.82
Ask Size: 40,000		 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: 4.86
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 1.05
Implied volatility: 0.53
Historic volatility: 0.25
Parity: 1.05
Time value: 2.41
Break-even: 192.10
Moneyness: 1.07
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 0.29%
Delta: 0.66
Theta: -0.06
Omega: 3.22
Rho: 0.49
 

Quote data

Open: 3.49
High: 3.60
Low: 3.49
Previous Close: 3.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.05%
1 Month
  -22.41%
3 Months
  -3.74%
YTD  
+60.71%
1 Year  
+110.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.55 3.42
1M High / 1M Low: 5.01 3.42
6M High / 6M Low: 5.01 2.29
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:   3.49
Avg. volume 1W:   0.00
Avg. price 1M:   4.19
Avg. volume 1M:   0.00
Avg. price 6M:   3.76
Avg. volume 6M:   0.00
Avg. price 1Y:   2.79
Avg. volume 1Y:   0.00
Volatility 1M:   74.68%
Volatility 6M:   92.94%
Volatility 1Y:   106.64%
Volatility 3Y:   -