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Morgan Stanley Call 250 AMG 21.06.../  DE000MD7CFR4  /

EUWAX
2024-05-23  8:35:48 PM Chg.-0.32 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
5.56EUR -5.44% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 250.00 - 2024-06-21 Call
 

Master data

WKN: MD7CFR
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2022-08-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.02
Leverage: Yes

Calculated values

Fair value: 3.67
Intrinsic value: 3.58
Implied volatility: 1.19
Historic volatility: 0.23
Parity: 3.58
Time value: 2.11
Break-even: 306.90
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 1.45
Spread abs.: 0.03
Spread %: 0.53%
Delta: 0.72
Theta: -0.58
Omega: 3.60
Rho: 0.12
 

Quote data

Open: 5.66
High: 5.72
Low: 5.56
Previous Close: 5.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.25%
1 Month  
+109.81%
3 Months  
+32.70%
YTD  
+32.07%
1 Year  
+337.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.08 5.88
1M High / 1M Low: 6.46 2.27
6M High / 6M Low: 7.25 2.00
High (YTD): 2024-02-02 7.25
Low (YTD): 2024-04-18 2.00
52W High: 2024-02-02 7.25
52W Low: 2023-07-07 0.83
Avg. price 1W:   6.00
Avg. volume 1W:   0.00
Avg. price 1M:   4.65
Avg. volume 1M:   0.00
Avg. price 6M:   4.04
Avg. volume 6M:   0.00
Avg. price 1Y:   3.14
Avg. volume 1Y:   44.14
Volatility 1M:   418.42%
Volatility 6M:   199.74%
Volatility 1Y:   180.73%
Volatility 3Y:   -