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Morgan Stanley Call 100 TSM 17.01.../  DE000MB0J7B1  /

EUWAX
15/11/2024  18:47:21 Chg.-0.26 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
8.32EUR -3.03% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 100.00 - 17/01/2025 Call
 

Master data

WKN: MB0J7B
Issuer: Morgan Stanley
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 17/01/2025
Issue date: 11/11/2022
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.12
Leverage: Yes

Calculated values

Fair value: 7.72
Intrinsic value: 7.67
Implied volatility: 1.39
Historic volatility: 0.37
Parity: 7.67
Time value: 0.66
Break-even: 183.30
Moneyness: 1.77
Premium: 0.04
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.12%
Delta: 0.90
Theta: -0.15
Omega: 1.91
Rho: 0.13
 

Quote data

Open: 8.57
High: 8.58
Low: 8.32
Previous Close: 8.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.06%
1 Month  
+0.73%
3 Months  
+18.69%
YTD  
+454.67%
1 Year  
+544.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.79 8.32
1M High / 1M Low: 10.18 8.26
6M High / 6M Low: 10.18 3.68
High (YTD): 17/10/2024 10.18
Low (YTD): 15/01/2024 1.25
52W High: 17/10/2024 10.18
52W Low: 05/12/2023 1.08
Avg. price 1W:   8.57
Avg. volume 1W:   80
Avg. price 1M:   9.03
Avg. volume 1M:   38.87
Avg. price 6M:   7.13
Avg. volume 6M:   6.77
Avg. price 1Y:   5.10
Avg. volume 1Y:   3.49
Volatility 1M:   110.67%
Volatility 6M:   122.78%
Volatility 1Y:   123.41%
Volatility 3Y:   -