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Morgan Stanley Call 115 QRVO 20.1.../  DE000MB3A9M0  /

Stuttgart
5/31/2024  6:57:23 PM Chg.-0.040 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.450EUR -8.16% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 115.00 - 12/20/2024 Call
 

Master data

WKN: MB3A9M
Issuer: Morgan Stanley
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 12/20/2024
Issue date: 2/6/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.49
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.30
Parity: -2.43
Time value: 0.55
Break-even: 120.50
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 3.77%
Delta: 0.32
Theta: -0.03
Omega: 5.32
Rho: 0.13
 

Quote data

Open: 0.480
High: 0.480
Low: 0.450
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.09%
1 Month
  -72.56%
3 Months
  -75.00%
YTD
  -71.52%
1 Year
  -69.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.450
1M High / 1M Low: 0.630 0.450
6M High / 6M Low: 1.930 0.450
High (YTD): 3/4/2024 1.930
Low (YTD): 5/31/2024 0.450
52W High: 7/31/2023 1.960
52W Low: 5/31/2024 0.450
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   72.727
Avg. price 6M:   1.207
Avg. volume 6M:   28.800
Avg. price 1Y:   1.206
Avg. volume 1Y:   14.063
Volatility 1M:   103.93%
Volatility 6M:   158.42%
Volatility 1Y:   131.38%
Volatility 3Y:   -