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Morgan Stanley Call 92.5 WYNN 21..../  DE000MB0DD00  /

EUWAX
2024-05-16  9:00:48 PM Chg.-0.020 Bid9:12:24 PM Ask9:12:24 PM Underlying Strike price Expiration date Option type
0.570EUR -3.39% 0.570
Bid Size: 50,000		 0.590
Ask Size: 50,000		 Wynn Resorts Ltd 92.50 - 2024-06-21 Call
 

Master data

WKN: MB0DD0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Call
Strike price: 92.50 -
Maturity: 2024-06-21
Issue date: 2022-11-09
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.46
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.26
Parity: -0.28
Time value: 0.62
Break-even: 98.70
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 1.65
Spread abs.: 0.02
Spread %: 3.33%
Delta: 0.49
Theta: -0.11
Omega: 7.04
Rho: 0.04
 

Quote data

Open: 0.580
High: 0.640
Low: 0.570
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.94%
1 Month
  -40.00%
3 Months
  -63.23%
YTD
  -30.49%
1 Year
  -76.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.530
1M High / 1M Low: 0.950 0.480
6M High / 6M Low: 1.680 0.460
High (YTD): 2024-02-08 1.680
Low (YTD): 2024-04-30 0.480
52W High: 2023-05-22 2.800
52W Low: 2023-12-07 0.460
Avg. price 1W:   0.614
Avg. volume 1W:   0.000
Avg. price 1M:   0.679
Avg. volume 1M:   0.000
Avg. price 6M:   0.970
Avg. volume 6M:   0.000
Avg. price 1Y:   1.374
Avg. volume 1Y:   0.000
Volatility 1M:   261.49%
Volatility 6M:   167.27%
Volatility 1Y:   144.53%
Volatility 3Y:   -