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Morgan Stanley Call 125 AP2 21.06.../  DE000MD7CFJ1  /

EUWAX
2024-06-07  3:22:24 PM Chg.+0.20 Bid8:23:03 PM Ask8:23:03 PM Underlying Strike price Expiration date Option type
9.10EUR +2.25% 8.93
Bid Size: 80,000		 8.95
Ask Size: 80,000		 APPLIED MATERIALS IN... 125.00 - 2024-06-21 Call
 

Master data

WKN: MD7CFJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2024-06-21
Issue date: 2022-08-24
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.27
Leverage: Yes

Calculated values

Fair value: 7.88
Intrinsic value: 7.86
Implied volatility: 3.06
Historic volatility: 0.30
Parity: 7.86
Time value: 1.10
Break-even: 214.60
Moneyness: 1.63
Premium: 0.05
Premium p.a.: 2.95
Spread abs.: 0.02
Spread %: 0.22%
Delta: 0.87
Theta: -0.94
Omega: 1.97
Rho: 0.03
 

Quote data

Open: 8.92
High: 9.10
Low: 8.92
Previous Close: 8.90
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.32%
1 Month  
+16.67%
3 Months  
+10.71%
YTD  
+129.80%
1 Year  
+238.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.21 7.96
1M High / 1M Low: 9.21 7.64
6M High / 6M Low: 9.21 2.85
High (YTD): 2024-06-05 9.21
Low (YTD): 2024-01-10 2.89
52W High: 2024-06-05 9.21
52W Low: 2023-10-30 2.00
Avg. price 1W:   8.43
Avg. volume 1W:   0.00
Avg. price 1M:   8.38
Avg. volume 1M:   0.00
Avg. price 6M:   6.27
Avg. volume 6M:   80
Avg. price 1Y:   4.55
Avg. volume 1Y:   50.78
Volatility 1M:   77.30%
Volatility 6M:   107.78%
Volatility 1Y:   107.71%
Volatility 3Y:   -