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Morgan Stanley Call 87.5 WYNN 21..../  DE000MB0DCY2  /

EUWAX
2024-05-16  9:00:48 PM Chg.-0.030 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.950EUR -3.06% -
Bid Size: -		 -
Ask Size: -		 Wynn Resorts Ltd 87.50 - 2024-06-21 Call
 

Master data

WKN: MB0DCY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Call
Strike price: 87.50 -
Maturity: 2024-06-21
Issue date: 2022-11-09
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.88
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.22
Implied volatility: 0.80
Historic volatility: 0.26
Parity: 0.22
Time value: 0.79
Break-even: 97.60
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 1.37
Spread abs.: 0.02
Spread %: 2.02%
Delta: 0.59
Theta: -0.13
Omega: 5.27
Rho: 0.04
 

Quote data

Open: 0.970
High: 1.040
Low: 0.950
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.86%
1 Month
  -27.48%
3 Months
  -50.52%
YTD
  -11.22%
1 Year
  -64.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.880
1M High / 1M Low: 1.310 0.770
6M High / 6M Low: 2.050 0.640
High (YTD): 2024-02-08 2.050
Low (YTD): 2024-04-30 0.770
52W High: 2023-05-22 3.110
52W Low: 2023-12-05 0.640
Avg. price 1W:   0.994
Avg. volume 1W:   0.000
Avg. price 1M:   1.028
Avg. volume 1M:   0.000
Avg. price 6M:   1.277
Avg. volume 6M:   0.000
Avg. price 1Y:   1.664
Avg. volume 1Y:   0.000
Volatility 1M:   202.49%
Volatility 6M:   140.16%
Volatility 1Y:   125.22%
Volatility 3Y:   -