Morgan Stanley Call 90 WYNN 20.12.../  DE000MB6UF50  /

Stuttgart
2024-06-05  8:44:08 PM Chg.-0.02 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.00EUR -1.96% -
Bid Size: -
-
Ask Size: -
Wynn Resorts Ltd 90.00 - 2024-12-20 Call
 

Master data

WKN: MB6UF5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-06-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.29
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.25
Parity: -0.46
Time value: 1.03
Break-even: 100.30
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 3.00%
Delta: 0.53
Theta: -0.03
Omega: 4.39
Rho: 0.19
 

Quote data

Open: 1.00
High: 1.00
Low: 0.99
Previous Close: 1.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -28.57%
3 Months
  -43.82%
YTD
  -25.93%
1 Year
  -62.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.13 1.00
1M High / 1M Low: 1.49 1.00
6M High / 6M Low: 2.32 0.91
High (YTD): 2024-02-08 2.32
Low (YTD): 2024-05-29 1.00
52W High: 2023-07-13 3.03
52W Low: 2023-12-06 0.91
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   1.60
Avg. volume 6M:   0.00
Avg. price 1Y:   1.85
Avg. volume 1Y:   0.00
Volatility 1M:   106.50%
Volatility 6M:   99.87%
Volatility 1Y:   94.52%
Volatility 3Y:   -