Morgan Stanley Call 600 UNH 20.09.../  DE000MB03EA4  /

EUWAX
29/07/2024  20:42:33 Chg.- Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.800EUR - -
Bid Size: -
-
Ask Size: -
UNITEDHEALTH GROUP D... 600.00 - 20/09/2024 Call
 

Master data

WKN: MB03EA
Issuer: Morgan Stanley
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 20/09/2024
Issue date: 03/11/2022
Last trading day: 30/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.36
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.20
Parity: -5.94
Time value: 0.84
Break-even: 608.40
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 1.46
Spread abs.: 0.03
Spread %: 3.70%
Delta: 0.23
Theta: -0.22
Omega: 14.75
Rho: 0.15
 

Quote data

Open: 1.050
High: 1.050
Low: 0.800
Previous Close: 0.990
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -19.19%
1 Month  
+330.11%
3 Months  
+166.67%
YTD
  -47.02%
1 Year
  -59.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.800
1M High / 1M Low: 0.990 0.186
6M High / 6M Low: 1.050 0.163
High (YTD): 04/01/2024 2.210
Low (YTD): 27/06/2024 0.163
52W High: 13/10/2023 3.230
52W Low: 27/06/2024 0.163
Avg. price 1W:   0.800
Avg. volume 1W:   0.000
Avg. price 1M:   0.496
Avg. volume 1M:   0.000
Avg. price 6M:   0.440
Avg. volume 6M:   42.276
Avg. price 1Y:   1.243
Avg. volume 1Y:   20.635
Volatility 1M:   390.38%
Volatility 6M:   239.46%
Volatility 1Y:   206.41%
Volatility 3Y:   -