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Morgan Stanley Call 100 QRVO 20.1.../  DE000MB3AFQ1  /

Stuttgart
2024-05-31  6:57:25 PM Chg.-0.070 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.900EUR -7.22% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 100.00 - 2024-12-20 Call
 

Master data

WKN: MB3AFQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-02-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.48
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.30
Parity: -0.93
Time value: 1.07
Break-even: 110.70
Moneyness: 0.91
Premium: 0.22
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 2.88%
Delta: 0.49
Theta: -0.04
Omega: 4.18
Rho: 0.19
 

Quote data

Open: 0.950
High: 0.960
Low: 0.900
Previous Close: 0.970
Turnover: 1,963.500
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.09%
1 Month
  -64.43%
3 Months
  -66.91%
YTD
  -62.50%
1 Year
  -56.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.900
1M High / 1M Low: 1.190 0.900
6M High / 6M Low: 2.860 0.900
High (YTD): 2024-03-04 2.860
Low (YTD): 2024-05-31 0.900
52W High: 2024-03-04 2.860
52W Low: 2023-11-02 0.830
Avg. price 1W:   0.994
Avg. volume 1W:   420
Avg. price 1M:   1.060
Avg. volume 1M:   95.455
Avg. price 6M:   1.921
Avg. volume 6M:   60.400
Avg. price 1Y:   1.853
Avg. volume 1Y:   29.492
Volatility 1M:   90.22%
Volatility 6M:   135.55%
Volatility 1Y:   114.02%
Volatility 3Y:   -