Morgan Stanley Call 85 WYNN 21.06.../  DE000MB0DCX4  /

EUWAX
2024-05-31  8:48:11 PM Chg.+0.140 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.920EUR +17.95% -
Bid Size: -
-
Ask Size: -
Wynn Resorts Ltd 85.00 - 2024-06-21 Call
 

Master data

WKN: MB0DCX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-06-21
Issue date: 2022-11-09
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.10
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.04
Implied volatility: 0.91
Historic volatility: 0.25
Parity: 0.04
Time value: 0.73
Break-even: 92.70
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 3.13
Spread abs.: 0.02
Spread %: 2.67%
Delta: 0.56
Theta: -0.18
Omega: 6.18
Rho: 0.02
 

Quote data

Open: 0.780
High: 0.920
Low: 0.780
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.16%
1 Month
  -2.13%
3 Months
  -52.58%
YTD
  -23.97%
1 Year
  -63.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.700
1M High / 1M Low: 1.320 0.700
6M High / 6M Low: 2.240 0.700
High (YTD): 2024-04-05 2.240
Low (YTD): 2024-05-29 0.700
52W High: 2023-07-13 3.010
52W Low: 2024-05-29 0.700
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   1.080
Avg. volume 1M:   0.000
Avg. price 6M:   1.441
Avg. volume 6M:   0.000
Avg. price 1Y:   1.740
Avg. volume 1Y:   0.000
Volatility 1M:   179.85%
Volatility 6M:   135.47%
Volatility 1Y:   121.43%
Volatility 3Y:   -