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Morgan Stanley Call 85 TSM 20.09..../  DE000MB0LWE5  /

EUWAX
8/2/2024  8:28:04 PM Chg.-0.76 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
6.07EUR -11.13% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 85.00 - 9/20/2024 Call
 

Master data

WKN: MB0LWE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 9/20/2024
Issue date: 11/15/2022
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.99
Leverage: Yes

Calculated values

Fair value: 5.27
Intrinsic value: 5.23
Implied volatility: 2.40
Historic volatility: 0.32
Parity: 5.23
Time value: 1.66
Break-even: 153.90
Moneyness: 1.62
Premium: 0.12
Premium p.a.: 1.38
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.84
Theta: -0.31
Omega: 1.67
Rho: 0.06
 

Quote data

Open: 6.32
High: 6.32
Low: 5.96
Previous Close: 6.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.58%
1 Month
  -34.38%
3 Months  
+10.77%
YTD  
+172.20%
1 Year  
+206.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.51 6.07
1M High / 1M Low: 9.86 6.07
6M High / 6M Low: 9.86 3.46
High (YTD): 7/10/2024 9.86
Low (YTD): 1/5/2024 1.87
52W High: 7/10/2024 9.86
52W Low: 9/26/2023 1.12
Avg. price 1W:   6.81
Avg. volume 1W:   0.00
Avg. price 1M:   8.18
Avg. volume 1M:   0.00
Avg. price 6M:   6.31
Avg. volume 6M:   0.00
Avg. price 1Y:   4.06
Avg. volume 1Y:   11.76
Volatility 1M:   99.67%
Volatility 6M:   95.68%
Volatility 1Y:   96.60%
Volatility 3Y:   -