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Morgan Stanley Call 100 TSM 20.12.../  DE000MB0J7A3  /

EUWAX
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:   -