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Morgan Stanley Call 90 WYNN 21.06.../  DE000MB0DCZ9  /

EUWAX
2024-05-31  8:48:11 PM Chg.+0.100 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.500EUR +25.00% -
Bid Size: -		 -
Ask Size: -		 Wynn Resorts Ltd 90.00 - 2024-06-21 Call
 

Master data

WKN: MB0DCZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2022-11-09
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.90
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.25
Parity: -0.25
Time value: 0.55
Break-even: 95.50
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 3.98
Spread abs.: 0.02
Spread %: 3.77%
Delta: 0.48
Theta: -0.17
Omega: 7.64
Rho: 0.02
 

Quote data

Open: 0.400
High: 0.500
Low: 0.400
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.66%
1 Month
  -18.03%
3 Months
  -63.24%
YTD
  -46.81%
1 Year
  -77.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.350
1M High / 1M Low: 0.920 0.350
6M High / 6M Low: 1.860 0.350
High (YTD): 2024-02-08 1.860
Low (YTD): 2024-05-29 0.350
52W High: 2023-07-13 2.690
52W Low: 2024-05-29 0.350
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.677
Avg. volume 1M:   0.000
Avg. price 6M:   1.099
Avg. volume 6M:   0.000
Avg. price 1Y:   1.423
Avg. volume 1Y:   0.000
Volatility 1M:   254.50%
Volatility 6M:   167.34%
Volatility 1Y:   143.42%
Volatility 3Y:   -