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

EUWAX
2024-05-31  8:48:11 PM Chg.- Bid8:00:02 PM Ask8:00:02 PM Underlying Strike price Expiration date Option type
0.700EUR - -
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: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.30
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 1.19
Historic volatility: 0.25
Parity: -0.16
Time value: 0.76
Break-even: 95.10
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 11.04
Spread abs.: 0.02
Spread %: 2.70%
Delta: 0.52
Theta: -0.28
Omega: 5.87
Rho: 0.02
 

Quote data

Open: 0.580
High: 0.700
Low: 0.580
Previous Close: 0.580
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month
  -36.94%
3 Months
  -51.72%
YTD
  -34.58%
1 Year
  -72.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.580
1M High / 1M Low: 1.110 0.510
6M High / 6M Low: 2.050 0.510
High (YTD): 2024-02-08 2.050
Low (YTD): 2024-05-29 0.510
52W High: 2023-07-13 2.850
52W Low: 2024-05-29 0.510
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.861
Avg. volume 1M:   0.000
Avg. price 6M:   1.278
Avg. volume 6M:   0.000
Avg. price 1Y:   1.564
Avg. volume 1Y:   0.000
Volatility 1M:   220.79%
Volatility 6M:   151.35%
Volatility 1Y:   132.30%
Volatility 3Y:   -