Morgan Stanley Call 105 WYNN 20.12.2024
/ DE000MB6UFB4
Morgan Stanley Call 105 WYNN 20.1.../ DE000MB6UFB4 /
2024-05-31 8:41:55 PM |
Chg.+0.040 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+9.09% |
- Bid Size: - |
- Ask Size: - |
Wynn Resorts Ltd |
105.00 - |
2024-12-20 |
Call |
Master data
WKN: |
MB6UFB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Wynn Resorts Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-01 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.25 |
Parity: |
-1.96 |
Time value: |
0.44 |
Break-even: |
109.40 |
Moneyness: |
0.81 |
Premium: |
0.28 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.03 |
Spread %: |
7.32% |
Delta: |
0.31 |
Theta: |
-0.02 |
Omega: |
6.11 |
Rho: |
0.13 |
Quote data
Open: |
0.430 |
High: |
0.480 |
Low: |
0.430 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
-18.64% |
3 Months |
|
|
-55.96% |
YTD |
|
|
-36.00% |
1 Year |
|
|
-74.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.420 |
1M High / 1M Low: |
0.770 |
0.420 |
6M High / 6M Low: |
1.480 |
0.420 |
High (YTD): |
2024-02-08 |
1.480 |
Low (YTD): |
2024-05-29 |
0.420 |
52W High: |
2023-07-13 |
2.230 |
52W Low: |
2024-05-29 |
0.420 |
Avg. price 1W: |
|
0.466 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.607 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.904 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.186 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
138.53% |
Volatility 6M: |
|
127.20% |
Volatility 1Y: |
|
115.33% |
Volatility 3Y: |
|
- |