Morgan Stanley Call 590 UNH 20.09.../  DE000MB03E71  /

EUWAX
7/16/2024  8:57:13 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.570EUR - -
Bid Size: -
-
Ask Size: -
UNITEDHEALTH GROUP D... 590.00 - 9/20/2024 Call
 

Master data

WKN: MB03E7
Issuer: Morgan Stanley
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 590.00 -
Maturity: 9/20/2024
Issue date: 11/3/2022
Last trading day: 7/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 83.17
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.20
Parity: -4.94
Time value: 0.65
Break-even: 596.50
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 1.11
Spread abs.: 0.03
Spread %: 4.84%
Delta: 0.22
Theta: -0.18
Omega: 18.24
Rho: 0.15
 

Quote data

Open: 0.320
High: 0.570
Low: 0.320
Previous Close: 0.340
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+159.09%
3 Months  
+62.86%
YTD
  -67.61%
1 Year
  -74.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.570 0.220
6M High / 6M Low: 1.260 0.183
High (YTD): 1/4/2024 2.550
Low (YTD): 6/19/2024 0.183
52W High: 10/13/2023 3.610
52W Low: 6/19/2024 0.183
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.289
Avg. volume 1M:   0.000
Avg. price 6M:   0.492
Avg. volume 6M:   25.439
Avg. price 1Y:   1.443
Avg. volume 1Y:   11.934
Volatility 1M:   346.51%
Volatility 6M:   232.69%
Volatility 1Y:   199.24%
Volatility 3Y:   -