OverviewChartNewsTraderScreen

Morgan Stanley Call 83 AP2 21.06..../  DE000MD8DHS4  /

EUWAX
07/06/2024  20:57:06 Chg.+0.09 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
12.84EUR +0.71% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 83.00 - 21/06/2024 Call
 

Master data

WKN: MD8DHS
Issuer: Morgan Stanley
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 83.00 -
Maturity: 21/06/2024
Issue date: 22/09/2022
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.59
Leverage: Yes

Calculated values

Fair value: 12.24
Intrinsic value: 12.23
Implied volatility: 4.27
Historic volatility: 0.30
Parity: 12.23
Time value: 0.66
Break-even: 211.90
Moneyness: 2.47
Premium: 0.03
Premium p.a.: 1.44
Spread abs.: 0.02
Spread %: 0.16%
Delta: 0.94
Theta: -0.80
Omega: 1.49
Rho: 0.02
 

Quote data

Open: 12.78
High: 12.92
Low: 12.78
Previous Close: 12.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.17%
1 Month  
+11.65%
3 Months  
+12.53%
YTD  
+70.97%
1 Year  
+133.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.00 11.86
1M High / 1M Low: 13.00 11.50
6M High / 6M Low: 13.00 6.28
High (YTD): 05/06/2024 13.00
Low (YTD): 10/01/2024 6.28
52W High: 05/06/2024 13.00
52W Low: 25/10/2023 4.96
Avg. price 1W:   12.48
Avg. volume 1W:   0.00
Avg. price 1M:   12.29
Avg. volume 1M:   0.00
Avg. price 6M:   10.07
Avg. volume 6M:   0.00
Avg. price 1Y:   7.98
Avg. volume 1Y:   0.00
Volatility 1M:   48.05%
Volatility 6M:   61.94%
Volatility 1Y:   64.96%
Volatility 3Y:   -