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Morgan Stanley Call 164 AMZ 21.06.../  DE000MD7BUK0  /

EUWAX
2024-05-31  3:30:49 PM Chg.-0.07 Bid5:14:19 PM Ask5:14:19 PM Underlying Strike price Expiration date Option type
1.45EUR -4.61% 1.13
Bid Size: 100,000		 1.14
Ask Size: 100,000		 AMAZON.COM INC. D... 164.00 - 2024-06-21 Call
 

Master data

WKN: MD7BUK
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 164.00 -
Maturity: 2024-06-21
Issue date: 2022-08-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.75
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.16
Implied volatility: 0.92
Historic volatility: 0.25
Parity: 0.16
Time value: 1.38
Break-even: 179.40
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 3.04
Spread abs.: 0.01
Spread %: 0.65%
Delta: 0.56
Theta: -0.35
Omega: 6.07
Rho: 0.04
 

Quote data

Open: 1.44
High: 1.45
Low: 1.44
Previous Close: 1.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -25.26%
3 Months
  -19.89%
YTD  
+57.61%
1 Year  
+195.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.52
1M High / 1M Low: 2.60 1.52
6M High / 6M Low: 2.72 0.59
High (YTD): 2024-04-11 2.72
Low (YTD): 2024-01-05 0.59
52W High: 2024-04-11 2.72
52W Low: 2023-10-26 0.27
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   2.04
Avg. volume 1M:   0.00
Avg. price 6M:   1.56
Avg. volume 6M:   0.00
Avg. price 1Y:   1.11
Avg. volume 1Y:   0.00
Volatility 1M:   114.03%
Volatility 6M:   173.62%
Volatility 1Y:   182.02%
Volatility 3Y:   -