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Morgan Stanley Call 340 AMG 20.09.../  DE000MB0BQG3  /

EUWAX
6/28/2024  8:29:29 PM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.550EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 340.00 - 9/20/2024 Call
 

Master data

WKN: MB0BQG
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 9/20/2024
Issue date: 11/9/2022
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.43
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -4.84
Time value: 0.59
Break-even: 345.90
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 1.12
Spread abs.: 0.03
Spread %: 5.36%
Delta: 0.22
Theta: -0.10
Omega: 11.01
Rho: 0.13
 

Quote data

Open: 0.610
High: 0.610
Low: 0.550
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.84%
1 Month  
+61.76%
3 Months  
+17.02%
YTD
  -24.66%
1 Year  
+136.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.550
1M High / 1M Low: 0.700 0.280
6M High / 6M Low: 1.710 0.231
High (YTD): 2/5/2024 1.710
Low (YTD): 4/25/2024 0.231
52W High: 2/5/2024 1.710
52W Low: 8/3/2023 0.149
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   0.617
Avg. volume 6M:   0.000
Avg. price 1Y:   0.543
Avg. volume 1Y:   0.000
Volatility 1M:   229.73%
Volatility 6M:   417.70%
Volatility 1Y:   320.10%
Volatility 3Y:   -