Morgan Stanley Call 47 EBA 21.06..../  DE000MD9RPK2  /

EUWAX
2024-05-31  8:45:36 PM Chg.+0.050 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.650EUR +8.33% -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 47.00 - 2024-06-21 Call
 

Master data

WKN: MD9RPK
Issuer: Morgan Stanley
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 47.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.26
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.23
Implied volatility: 0.76
Historic volatility: 0.24
Parity: 0.23
Time value: 0.25
Break-even: 51.80
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 1.40
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.64
Theta: -0.08
Omega: 6.57
Rho: 0.02
 

Quote data

Open: 0.580
High: 0.650
Low: 0.580
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.99%
1 Month  
+27.45%
3 Months  
+96.97%
YTD  
+221.78%
1 Year  
+58.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.450
1M High / 1M Low: 0.670 0.300
6M High / 6M Low: 0.670 0.092
High (YTD): 2024-05-28 0.670
Low (YTD): 2024-01-18 0.092
52W High: 2024-05-28 0.670
52W Low: 2024-01-18 0.092
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   0.000
Avg. price 1Y:   0.328
Avg. volume 1Y:   0.000
Volatility 1M:   244.73%
Volatility 6M:   226.03%
Volatility 1Y:   201.18%
Volatility 3Y:   -