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

EUWAX
2024-05-31  8:48:11 PM Chg.- Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.500EUR - -
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: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.33
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 1.05
Historic volatility: 0.25
Parity: -0.41
Time value: 0.56
Break-even: 95.60
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 12.68
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.46
Theta: -0.24
Omega: 7.00
Rho: 0.01
 

Quote data

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

Performance

1 Week  
+25.00%
1 Month
  -45.65%
3 Months
  -61.24%
YTD
  -46.81%
1 Year
  -80.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.400
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:   0.450
Avg. volume 1W:   0.000
Avg. price 1M:   0.667
Avg. volume 1M:   0.000
Avg. price 6M:   1.111
Avg. volume 6M:   0.000
Avg. price 1Y:   1.413
Avg. volume 1Y:   0.000
Volatility 1M:   259.55%
Volatility 6M:   168.23%
Volatility 1Y:   144.01%
Volatility 3Y:   -