Morgan Stanley Call 60 MCHP 21.06.2024
/ DE000MD9THD0
Morgan Stanley Call 60 MCHP 21.06.../ DE000MD9THD0 /
| 2024-05-07 10:19:24 AM |
Chg.-0.38 |
Bid11:02:04 AM |
Ask11:02:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.79EUR |
-11.99% |
2.75
Bid Size: 3,750 |
-
Ask Size: - |
Microchip Technology... |
60.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MD9THD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.30 |
| Parity: |
2.71 |
| Time value: |
0.46 |
| Break-even: |
91.70 |
| Moneyness: |
1.45 |
| Premium: |
0.05 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.85 |
| Theta: |
-0.12 |
| Omega: |
2.32 |
| Rho: |
0.05 |
Quote data
| Open: |
2.79 |
| High: |
2.79 |
| Low: |
2.79 |
| Previous Close: |
3.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
+7.72% |
| 3 Months |
|
|
+23.45% |
| YTD |
|
|
-5.10% |
| 1 Year |
|
|
+40.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.82 |
| 1M High / 1M Low: |
3.27 |
2.12 |
| 6M High / 6M Low: |
3.27 |
1.68 |
| High (YTD): |
2024-04-26 |
3.27 |
| Low (YTD): |
2024-02-13 |
2.02 |
| 52W High: |
2023-07-31 |
3.33 |
| 52W Low: |
2023-11-01 |
1.39 |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
108.85% |
| Volatility 6M: |
|
93.98% |
| Volatility 1Y: |
|
92.26% |
| Volatility 3Y: |
|
- |
