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Morgan Stanley Call 320 AMG 17.01.../  DE000MB0BQE8  /

EUWAX
2024-07-25  9:49:47 AM Chg.-0.08 Bid9:57:05 AM Ask9:57:05 AM Underlying Strike price Expiration date Option type
3.84EUR -2.04% 3.84
Bid Size: 2,000		 3.88
Ask Size: 2,000		 AMGEN INC. DL-... 320.00 - 2025-01-17 Call
 

Master data

WKN: MB0BQE
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2025-01-17
Issue date: 2022-11-09
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.37
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.22
Parity: -1.03
Time value: 3.70
Break-even: 357.00
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 1.09%
Delta: 0.54
Theta: -0.12
Omega: 4.55
Rho: 0.63
 

Quote data

Open: 3.84
High: 3.84
Low: 3.84
Previous Close: 3.92
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.47%
1 Month  
+37.14%
3 Months  
+295.88%
YTD  
+114.53%
1 Year  
+638.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.92 3.51
1M High / 1M Low: 3.92 2.20
6M High / 6M Low: 3.92 0.89
High (YTD): 2024-07-24 3.92
Low (YTD): 2024-04-18 0.89
52W High: 2024-07-24 3.92
52W Low: 2023-08-03 0.38
Avg. price 1W:   3.67
Avg. volume 1W:   0.00
Avg. price 1M:   2.95
Avg. volume 1M:   0.00
Avg. price 6M:   2.00
Avg. volume 6M:   0.00
Avg. price 1Y:   1.70
Avg. volume 1Y:   0.00
Volatility 1M:   105.22%
Volatility 6M:   249.30%
Volatility 1Y:   205.87%
Volatility 3Y:   -