Morgan Stanley Call 480 AMG 21.06.2024
/ DE000MB0FW47
Morgan Stanley Call 480 AMG 21.06.../ DE000MB0FW47 /
2024-04-24 10:57:49 AM |
Chg.-0.019 |
Bid1:45:58 PM |
Ask1:45:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.059EUR |
-24.36% |
0.063 Bid Size: 1,000 |
0.081 Ask Size: 1,000 |
AMGEN INC. DL-... |
480.00 - |
2024-06-21 |
Call |
Master data
WKN: |
MB0FW4 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
480.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-10 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
269.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.20 |
Parity: |
-22.44 |
Time value: |
0.10 |
Break-even: |
480.95 |
Moneyness: |
0.53 |
Premium: |
0.88 |
Premium p.a.: |
52.44 |
Spread abs.: |
0.02 |
Spread %: |
23.38% |
Delta: |
0.03 |
Theta: |
-0.05 |
Omega: |
9.01 |
Rho: |
0.01 |
Quote data
Open: |
0.059 |
High: |
0.059 |
Low: |
0.059 |
Previous Close: |
0.078 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.92% |
1 Month |
|
|
-32.95% |
3 Months |
|
|
-33.71% |
YTD |
|
|
-32.95% |
1 Year |
|
|
-80.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.083 |
0.078 |
1M High / 1M Low: |
0.090 |
0.078 |
6M High / 6M Low: |
0.135 |
0.051 |
High (YTD): |
2024-01-03 |
0.106 |
Low (YTD): |
2024-03-06 |
0.051 |
52W High: |
2023-04-24 |
0.300 |
52W Low: |
2023-07-07 |
0.020 |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.084 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.091 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.115 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
49.02% |
Volatility 6M: |
|
118.37% |
Volatility 1Y: |
|
525.27% |
Volatility 3Y: |
|
- |