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Morgan Stanley Call 148 TSM 21.06.../  DE000MB76S69  /

Stuttgart
2024-05-31  5:42:35 PM Chg.-0.230 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.510EUR -31.08% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 148.00 - 2024-06-21 Call
 

Master data

WKN: MB76S6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 148.00 -
Maturity: 2024-06-21
Issue date: 2023-06-08
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.82
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.28
Parity: -0.88
Time value: 0.61
Break-even: 154.10
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 5.37
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.40
Theta: -0.23
Omega: 9.07
Rho: 0.03
 

Quote data

Open: 0.530
High: 0.530
Low: 0.510
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.52%
1 Month  
+45.71%
3 Months  
+75.86%
YTD  
+1940.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 0.510
1M High / 1M Low: 1.470 0.270
6M High / 6M Low: 1.470 0.001
High (YTD): 2024-05-27 1.470
Low (YTD): 2024-01-19 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.968
Avg. volume 1W:   0.000
Avg. price 1M:   0.758
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   412.65%
Volatility 6M:   11,343.60%
Volatility 1Y:   -
Volatility 3Y:   -