Morgan Stanley Call 100 TSM 20.12.2024
/ DE000MB0J7A3
Morgan Stanley Call 100 TSM 20.12.../ DE000MB0J7A3 /
9/10/2024 6:08:53 PM |
Chg.-0.24 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.55EUR |
-4.15% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
100.00 - |
12/20/2024 |
Call |
Master data
WKN: |
MB0J7A |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
12/20/2024 |
Issue date: |
11/11/2022 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.86 |
Intrinsic value: |
4.75 |
Implied volatility: |
1.13 |
Historic volatility: |
0.33 |
Parity: |
4.75 |
Time value: |
1.15 |
Break-even: |
159.00 |
Moneyness: |
1.48 |
Premium: |
0.08 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.01 |
Spread %: |
0.17% |
Delta: |
0.83 |
Theta: |
-0.11 |
Omega: |
2.08 |
Rho: |
0.18 |
Quote data
Open: |
5.59 |
High: |
5.62 |
Low: |
5.55 |
Previous Close: |
5.79 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.65% |
1 Month |
|
|
-11.34% |
3 Months |
|
|
-17.53% |
YTD |
|
|
+280.14% |
1 Year |
|
|
+466.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.90 |
5.34 |
1M High / 1M Low: |
6.99 |
5.34 |
6M High / 6M Low: |
8.58 |
3.26 |
High (YTD): |
7/10/2024 |
8.58 |
Low (YTD): |
1/15/2024 |
1.20 |
52W High: |
7/10/2024 |
8.58 |
52W Low: |
10/31/2023 |
0.69 |
Avg. price 1W: |
|
5.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.72 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.70 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
78.89% |
Volatility 6M: |
|
124.00% |
Volatility 1Y: |
|
130.58% |
Volatility 3Y: |
|
- |