Morgan Stanley Call 400 AMG 21.06.../  DE000MD7BVA9  /

EUWAX
2024-05-31  8:32:53 PM Chg.0.000 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.069EUR 0.00% -
Bid Size: -
-
Ask Size: -
AMGEN INC. DL-... 400.00 - 2024-06-21 Call
 

Master data

WKN: MD7BVA
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-06-21
Issue date: 2022-08-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 299.92
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.22
Parity: -11.81
Time value: 0.09
Break-even: 400.94
Moneyness: 0.70
Premium: 0.42
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 32.39%
Delta: 0.04
Theta: -0.13
Omega: 13.46
Rho: 0.01
 

Quote data

Open: 0.067
High: 0.071
Low: 0.067
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.75%
1 Month
  -4.17%
3 Months  
+7.81%
YTD
  -37.84%
1 Year
  -63.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.063
1M High / 1M Low: 0.092 0.063
6M High / 6M Low: 0.202 0.060
High (YTD): 2024-02-05 0.202
Low (YTD): 2024-03-07 0.060
52W High: 2023-09-22 0.207
52W Low: 2024-03-07 0.060
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.100
Avg. volume 6M:   0.000
Avg. price 1Y:   0.119
Avg. volume 1Y:   0.000
Volatility 1M:   184.49%
Volatility 6M:   149.94%
Volatility 1Y:   149.43%
Volatility 3Y:   -