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Morgan Stanley Call 360 AMG 20.09.../  DE000MB0BQJ7  /

EUWAX
2024-04-24  2:52:16 PM Chg.-0.046 Bid5:25:20 PM Ask5:25:20 PM Underlying Strike price Expiration date Option type
0.145EUR -24.08% 0.167
Bid Size: 25,000		 0.185
Ask Size: 25,000		 AMGEN INC. DL-... 360.00 - 2024-09-20 Call
 

Master data

WKN: MB0BQJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 2024-09-20
Issue date: 2022-11-09
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 125.29
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -10.44
Time value: 0.20
Break-even: 362.04
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 1.35
Spread abs.: 0.02
Spread %: 9.68%
Delta: 0.09
Theta: -0.03
Omega: 10.74
Rho: 0.08
 

Quote data

Open: 0.157
High: 0.157
Low: 0.145
Previous Close: 0.191
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.77%
1 Month
  -34.09%
3 Months
  -78.99%
YTD
  -67.78%
1 Year
  -74.11%
3 Years     -
5 Years     -
1W High / 1W Low: 0.201 0.173
1M High / 1M Low: 0.320 0.173
6M High / 6M Low: 1.080 0.171
High (YTD): 2024-02-05 1.080
Low (YTD): 2024-03-15 0.171
52W High: 2024-02-05 1.080
52W Low: 2023-08-03 0.114
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   0.359
Avg. volume 1Y:   0.000
Volatility 1M:   122.16%
Volatility 6M:   174.59%
Volatility 1Y:   163.42%
Volatility 3Y:   -