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Morgan Stanley Call 46 EBA 21.06..../  DE000MD9RPJ4  /

EUWAX
2024-06-06  9:45:06 AM Chg.0.000 Bid10:01:11 AM Ask10:01:11 AM Underlying Strike price Expiration date Option type
0.660EUR 0.00% 0.650
Bid Size: 5,000		 0.670
Ask Size: 5,000		 EBAY INC. DL... 46.00 - 2024-06-21 Call
 

Master data

WKN: MD9RPJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.28
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.27
Implied volatility: 1.35
Historic volatility: 0.24
Parity: 0.27
Time value: 0.40
Break-even: 52.70
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 5.66
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.64
Theta: -0.17
Omega: 4.65
Rho: 0.01
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+73.68%
3 Months  
+17.86%
YTD  
+178.48%
1 Year  
+22.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.660
1M High / 1M Low: 0.760 0.380
6M High / 6M Low: 0.760 0.111
High (YTD): 2024-05-28 0.760
Low (YTD): 2024-01-16 0.111
52W High: 2024-05-28 0.760
52W Low: 2024-01-16 0.111
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.587
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   16
Avg. price 1Y:   0.376
Avg. volume 1Y:   7.813
Volatility 1M:   206.91%
Volatility 6M:   211.69%
Volatility 1Y:   191.19%
Volatility 3Y:   -