Morgan Stanley Call 370 AMG 21.06.../  DE000MB0CPW0  /

EUWAX
2024-05-06  3:15:59 PM Chg.-0.026 Bid5:57:07 PM Ask5:57:07 PM Underlying Strike price Expiration date Option type
0.082EUR -24.07% 0.080
Bid Size: 20,000
0.099
Ask Size: 20,000
AMGEN INC. DL-... 370.00 - 2024-06-21 Call
 

Master data

WKN: MB0CPW
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 2024-06-21
Issue date: 2022-11-09
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 231.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.22
Parity: -8.07
Time value: 0.13
Break-even: 371.25
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 6.23
Spread abs.: 0.02
Spread %: 17.92%
Delta: 0.07
Theta: -0.07
Omega: 15.70
Rho: 0.02
 

Quote data

Open: 0.080
High: 0.082
Low: 0.080
Previous Close: 0.108
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.49%
1 Month
  -15.46%
3 Months
  -77.84%
YTD
  -53.41%
1 Year
  -69.63%
3 Years     -
5 Years     -
1W High / 1W Low: 0.108 0.069
1M High / 1M Low: 0.108 0.069
6M High / 6M Low: 0.450 0.069
High (YTD): 2024-02-05 0.450
Low (YTD): 2024-05-02 0.069
52W High: 2024-02-05 0.450
52W Low: 2023-08-03 0.001
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   0.167
Avg. volume 1Y:   0.000
Volatility 1M:   224.10%
Volatility 6M:   182.02%
Volatility 1Y:   9,335.87%
Volatility 3Y:   -