Morgan Stanley Call 400 AMG 17.01.../  DE000MB0BQP4  /

EUWAX
2024-05-31  8:47:44 PM Chg.+0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.520EUR +1.96% -
Bid Size: -
-
Ask Size: -
AMGEN INC. DL-... 400.00 - 2025-01-17 Call
 

Master data

WKN: MB0BQP
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2025-01-17
Issue date: 2022-11-09
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.44
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -12.21
Time value: 0.52
Break-even: 405.20
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.81
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.14
Theta: -0.04
Omega: 7.74
Rho: 0.22
 

Quote data

Open: 0.490
High: 0.520
Low: 0.490
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+116.67%
3 Months  
+116.67%
YTD  
+23.81%
1 Year  
+18.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.450
1M High / 1M Low: 0.740 0.240
6M High / 6M Low: 0.910 0.218
High (YTD): 2024-02-05 0.910
Low (YTD): 2024-04-25 0.218
52W High: 2024-02-05 0.910
52W Low: 2023-08-02 0.161
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.559
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   0.390
Avg. volume 1Y:   0.000
Volatility 1M:   677.64%
Volatility 6M:   305.64%
Volatility 1Y:   234.45%
Volatility 3Y:   -