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Morgan Stanley Call 70 TSM 17.01..../  DE000MB0J6M0  /

EUWAX
2024-08-05  2:19:00 PM Chg.-1.48 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
6.09EUR -19.55% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 70.00 - 2025-01-17 Call
 

Master data

WKN: MB0J6M
Issuer: Morgan Stanley
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2022-11-11
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.82
Leverage: Yes

Calculated values

Fair value: 6.85
Intrinsic value: 6.73
Implied volatility: 1.14
Historic volatility: 0.32
Parity: 6.73
Time value: 0.83
Break-even: 145.60
Moneyness: 1.96
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.13%
Delta: 0.90
Theta: -0.06
Omega: 1.64
Rho: 0.22
 

Quote data

Open: 6.09
High: 6.09
Low: 6.09
Previous Close: 7.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.27%
1 Month
  -43.35%
3 Months
  -11.48%
YTD  
+74.00%
1 Year  
+102.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.84 7.57
1M High / 1M Low: 11.28 7.57
6M High / 6M Low: 11.28 4.88
High (YTD): 2024-07-10 11.28
Low (YTD): 2024-01-05 3.15
52W High: 2024-07-10 11.28
52W Low: 2023-09-26 2.16
Avg. price 1W:   8.29
Avg. volume 1W:   0.00
Avg. price 1M:   9.56
Avg. volume 1M:   0.00
Avg. price 6M:   7.78
Avg. volume 6M:   4.26
Avg. price 1Y:   5.40
Avg. volume 1Y:   2.78
Volatility 1M:   84.67%
Volatility 6M:   77.53%
Volatility 1Y:   74.00%
Volatility 3Y:   -