Morgan Stanley Call 207.5 ADSK 20.../  DE000MB1B4K6  /

EUWAX
7/26/2024  8:16:06 PM Chg.-0.15 Bid9:50:02 PM Ask9:50:02 PM Underlying Strike price Expiration date Option type
4.25EUR -3.41% 4.25
Bid Size: 20,000
4.28
Ask Size: 20,000
Autodesk Inc 207.50 - 12/20/2024 Call
 

Master data

WKN: MB1B4K
Issuer: Morgan Stanley
Currency: EUR
Underlying: Autodesk Inc
Type: Warrant
Option type: Call
Strike price: 207.50 -
Maturity: 12/20/2024
Issue date: 12/7/2022
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.12
Leverage: Yes

Calculated values

Fair value: 2.47
Intrinsic value: 1.57
Implied volatility: 0.62
Historic volatility: 0.25
Parity: 1.57
Time value: 2.79
Break-even: 251.10
Moneyness: 1.08
Premium: 0.12
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 0.69%
Delta: 0.66
Theta: -0.12
Omega: 3.39
Rho: 0.42
 

Quote data

Open: 4.43
High: 4.51
Low: 4.25
Previous Close: 4.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.47%
1 Month
  -7.41%
3 Months  
+27.25%
YTD
  -21.73%
1 Year  
+6.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.61 4.23
1M High / 1M Low: 5.26 4.23
6M High / 6M Low: 7.39 1.74
High (YTD): 2/9/2024 7.39
Low (YTD): 5/31/2024 1.74
52W High: 2/9/2024 7.39
52W Low: 5/31/2024 1.74
Avg. price 1W:   4.41
Avg. volume 1W:   0.00
Avg. price 1M:   4.71
Avg. volume 1M:   0.00
Avg. price 6M:   4.75
Avg. volume 6M:   .55
Avg. price 1Y:   4.42
Avg. volume 1Y:   .27
Volatility 1M:   89.91%
Volatility 6M:   132.23%
Volatility 1Y:   112.35%
Volatility 3Y:   -