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Morgan Stanley Call 90 WYNN 20.12.../  DE000MB6UF50  /

Stuttgart
2024-11-11  9:30:50 AM Chg.-0.025 Bid10:40:58 AM Ask10:40:58 AM Underlying Strike price Expiration date Option type
0.139EUR -15.24% 0.136
Bid Size: 10,000		 0.168
Ask Size: 10,000		 Wynn Resorts Ltd 90.00 - 2024-12-20 Call
 

Master data

WKN: MB6UF5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-06-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.02
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.28
Parity: -1.13
Time value: 0.14
Break-even: 91.38
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 3.05
Spread abs.: 0.01
Spread %: 5.34%
Delta: 0.22
Theta: -0.05
Omega: 12.35
Rho: 0.02
 

Quote data

Open: 0.139
High: 0.139
Low: 0.139
Previous Close: 0.164
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -82.63%
1 Month
  -91.42%
3 Months
  -18.24%
YTD
  -89.70%
1 Year
  -88.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.164
1M High / 1M Low: 1.620 0.164
6M High / 6M Low: 1.680 0.089
High (YTD): 2024-02-08 2.320
Low (YTD): 2024-08-07 0.089
52W High: 2024-02-08 2.320
52W Low: 2024-08-07 0.089
Avg. price 1W:   0.327
Avg. volume 1W:   0.000
Avg. price 1M:   0.900
Avg. volume 1M:   0.000
Avg. price 6M:   0.660
Avg. volume 6M:   0.000
Avg. price 1Y:   1.115
Avg. volume 1Y:   0.000
Volatility 1M:   350.75%
Volatility 6M:   358.81%
Volatility 1Y:   262.42%
Volatility 3Y:   -