Morgan Stanley Call 400 AMG 21.06.../  DE000MD7BVA9  /

EUWAX
2024-05-30  8:47:26 PM Chg.-0.002 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.069EUR -2.82% -
Bid Size: -
-
Ask Size: -
AMGEN INC. DL-... 400.00 - 2024-06-21 Call
 

Master data

WKN: MD7BVA
Issuer: Morgan Stanley
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-06-21
Issue date: 2022-08-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 291.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.23
Parity: -12.56
Time value: 0.09
Break-even: 400.94
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 32.39%
Delta: 0.04
Theta: -0.12
Omega: 12.74
Rho: 0.01
 

Quote data

Open: 0.060
High: 0.069
Low: 0.060
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.48%
1 Month
  -4.17%
3 Months
  -4.17%
YTD
  -37.84%
1 Year
  -63.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.063
1M High / 1M Low: 0.092 0.063
6M High / 6M Low: 0.202 0.060
High (YTD): 2024-02-05 0.202
Low (YTD): 2024-03-07 0.060
52W High: 2023-09-22 0.207
52W Low: 2024-03-07 0.060
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.101
Avg. volume 6M:   0.000
Avg. price 1Y:   0.120
Avg. volume 1Y:   0.000
Volatility 1M:   186.26%
Volatility 6M:   150.51%
Volatility 1Y:   149.42%
Volatility 3Y:   -