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Morgan Stanley Call 106 AP2 21.06.../  DE000MD7LYL9  /

EUWAX
2024-06-07  8:12:18 PM Chg.+0.02 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
10.65EUR +0.19% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 106.00 - 2024-06-21 Call
 

Master data

WKN: MD7LYL
Issuer: Morgan Stanley
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 106.00 -
Maturity: 2024-06-21
Issue date: 2022-08-30
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.91
Leverage: Yes

Calculated values

Fair value: 9.94
Intrinsic value: 9.93
Implied volatility: 3.58
Historic volatility: 0.30
Parity: 9.93
Time value: 0.84
Break-even: 213.70
Moneyness: 1.94
Premium: 0.04
Premium p.a.: 2.09
Spread abs.: 0.02
Spread %: 0.19%
Delta: 0.91
Theta: -0.90
Omega: 1.73
Rho: 0.03
 

Quote data

Open: 10.69
High: 10.80
Low: 10.65
Previous Close: 10.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.34%
1 Month  
+13.90%
3 Months  
+12.34%
YTD  
+92.93%
1 Year  
+181.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.88 9.65
1M High / 1M Low: 10.88 9.35
6M High / 6M Low: 10.88 4.25
High (YTD): 2024-06-05 10.88
Low (YTD): 2024-01-05 4.32
52W High: 2024-06-05 10.88
52W Low: 2023-10-30 3.12
Avg. price 1W:   10.30
Avg. volume 1W:   0.00
Avg. price 1M:   10.15
Avg. volume 1M:   0.00
Avg. price 6M:   8.00
Avg. volume 6M:   101.40
Avg. price 1Y:   6.05
Avg. volume 1Y:   49.51
Volatility 1M:   66.39%
Volatility 6M:   85.31%
Volatility 1Y:   85.72%
Volatility 3Y:   -