OverviewChartNewsTraderScreen

Morgan Stanley Call 105 QRVO 20.1.../  DE000MB3AFR9  /

Stuttgart
2024-06-07  6:36:41 PM Chg.+0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.880EUR +1.15% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 105.00 - 2024-12-20 Call
 

Master data

WKN: MB3AFR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-12-20
Issue date: 2023-02-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.12
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.30
Parity: -1.29
Time value: 0.91
Break-even: 114.10
Moneyness: 0.88
Premium: 0.24
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 4.60%
Delta: 0.45
Theta: -0.04
Omega: 4.53
Rho: 0.17
 

Quote data

Open: 0.890
High: 0.890
Low: 0.880
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+6.02%
3 Months
  -60.71%
YTD
  -58.29%
1 Year
  -53.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.760
1M High / 1M Low: 0.960 0.720
6M High / 6M Low: 2.530 0.720
High (YTD): 2024-03-04 2.530
Low (YTD): 2024-05-31 0.720
52W High: 2024-03-04 2.530
52W Low: 2023-11-02 0.700
Avg. price 1W:   0.832
Avg. volume 1W:   0.000
Avg. price 1M:   0.846
Avg. volume 1M:   0.000
Avg. price 6M:   1.640
Avg. volume 6M:   0.000
Avg. price 1Y:   1.594
Avg. volume 1Y:   0.000
Volatility 1M:   100.23%
Volatility 6M:   142.55%
Volatility 1Y:   121.43%
Volatility 3Y:   -