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Morgan Stanley Call 480 AMG 20.09.../  DE000MB0FW62  /

EUWAX
7/9/2024  5:57:54 PM Chg.+0.001 Bid8:10:02 PM Ask8:10:02 PM Underlying Strike price Expiration date Option type
0.139EUR +0.72% 0.138
Bid Size: 40,000		 0.167
Ask Size: 40,000		 AMGEN INC. DL-... 480.00 - 9/20/2024 Call
 

Master data

WKN: MB0FW6
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 9/20/2024
Issue date: 11/10/2022
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 172.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.22
Parity: -19.24
Time value: 0.17
Break-even: 481.67
Moneyness: 0.60
Premium: 0.67
Premium p.a.: 12.18
Spread abs.: 0.03
Spread %: 21.01%
Delta: 0.05
Theta: -0.06
Omega: 9.15
Rho: 0.03
 

Quote data

Open: 0.138
High: 0.140
Low: 0.138
Previous Close: 0.138
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.33%
1 Month  
+18.80%
3 Months  
+24.11%
YTD  
+9.45%
1 Year  
+98.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.128
1M High / 1M Low: 0.159 0.078
6M High / 6M Low: 0.159 0.071
High (YTD): 6/26/2024 0.159
Low (YTD): 3/4/2024 0.071
52W High: 9/22/2023 0.219
52W Low: 3/4/2024 0.071
Avg. price 1W:   0.137
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   0.126
Avg. volume 1Y:   0.000
Volatility 1M:   345.59%
Volatility 6M:   166.29%
Volatility 1Y:   152.22%
Volatility 3Y:   -