Morgan Stanley Call 480 UNH 20.09.../  DE000MB0Y368  /

EUWAX
2024-07-16  8:41:35 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
6.77EUR - -
Bid Size: -
-
Ask Size: -
UNITEDHEALTH GROUP D... 480.00 - 2024-09-20 Call
 

Master data

WKN: MB0Y36
Issuer: Morgan Stanley
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2024-09-20
Issue date: 2022-11-23
Last trading day: 2024-07-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 6.35
Intrinsic value: 6.06
Implied volatility: 0.39
Historic volatility: 0.20
Parity: 6.06
Time value: 0.96
Break-even: 550.20
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 0.43%
Delta: 0.83
Theta: -0.24
Omega: 6.39
Rho: 0.50
 

Quote data

Open: 4.26
High: 6.77
Low: 4.26
Previous Close: 4.52
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+124.17%
3 Months  
+96.23%
YTD
  -4.51%
1 Year
  -5.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 6.77 2.75
6M High / 6M Low: 6.77 1.48
High (YTD): 2024-01-04 8.64
Low (YTD): 2024-04-12 1.48
52W High: 2023-10-13 9.75
52W Low: 2024-04-12 1.48
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.77
Avg. volume 1M:   0.00
Avg. price 6M:   3.90
Avg. volume 6M:   0.00
Avg. price 1Y:   5.85
Avg. volume 1Y:   0.00
Volatility 1M:   274.14%
Volatility 6M:   243.81%
Volatility 1Y:   178.29%
Volatility 3Y:   -