Morgan Stanley Call 570 UNH 20.09.../  DE000MB03E48  /

EUWAX
8/30/2024  8:59:43 PM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.20EUR - -
Bid Size: -
-
Ask Size: -
UNITEDHEALTH GROUP D... 570.00 - 9/20/2024 Call
 

Master data

WKN: MB03E4
Issuer: Morgan Stanley
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 570.00 -
Maturity: 9/20/2024
Issue date: 11/3/2022
Last trading day: 9/2/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.53
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.98
Historic volatility: 0.20
Parity: -3.16
Time value: 2.39
Break-even: 593.90
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 24.97
Spread abs.: 0.03
Spread %: 1.27%
Delta: 0.40
Theta: -1.62
Omega: 9.07
Rho: 0.06
 

Quote data

Open: 2.56
High: 2.56
Low: 2.20
Previous Close: 2.50
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+61.76%
3 Months  
+494.59%
YTD
  -6.78%
1 Year  
+8.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.50 1.36
6M High / 6M Low: 2.50 0.25
High (YTD): 1/4/2024 3.35
Low (YTD): 6/27/2024 0.25
52W High: 10/13/2023 4.46
52W Low: 6/27/2024 0.25
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.04
Avg. volume 1M:   0.00
Avg. price 6M:   0.92
Avg. volume 6M:   0.00
Avg. price 1Y:   1.84
Avg. volume 1Y:   0.00
Volatility 1M:   206.43%
Volatility 6M:   308.18%
Volatility 1Y:   252.05%
Volatility 3Y:   -