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Morgan Stanley Call 163 AMZ 21.06.../  DE000MD7BUJ2  /

EUWAX
2024-05-31  9:27:26 AM Chg.-0.08 Bid11:53:30 AM Ask11:53:30 AM Underlying Strike price Expiration date Option type
1.53EUR -4.97% 1.52
Bid Size: 20,000		 1.53
Ask Size: 20,000		 AMAZON.COM INC. D... 163.00 - 2024-06-21 Call
 

Master data

WKN: MD7BUJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 163.00 -
Maturity: 2024-06-21
Issue date: 2022-08-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.95
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.26
Implied volatility: 1.09
Historic volatility: 0.25
Parity: 0.26
Time value: 1.59
Break-even: 181.50
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 3.94
Spread abs.: 0.01
Spread %: 0.54%
Delta: 0.58
Theta: -0.41
Omega: 5.18
Rho: 0.04
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.39%
1 Month
  -23.88%
3 Months
  -18.18%
YTD  
+59.38%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.95 1.61
1M High / 1M Low: 2.69 1.61
6M High / 6M Low: 2.80 0.62
High (YTD): 2024-04-11 2.80
Low (YTD): 2024-01-05 0.62
52W High: 2024-04-11 2.80
52W Low: 2023-10-26 0.29
Avg. price 1W:   1.80
Avg. volume 1W:   0.00
Avg. price 1M:   2.13
Avg. volume 1M:   0.00
Avg. price 6M:   1.62
Avg. volume 6M:   0.00
Avg. price 1Y:   1.15
Avg. volume 1Y:   25.39
Volatility 1M:   109.99%
Volatility 6M:   170.31%
Volatility 1Y:   177.43%
Volatility 3Y:   -