Morgan Stanley Call 85 QRVO 20.12.2024
/ DE000MB4JVJ2
Morgan Stanley Call 85 QRVO 20.12.../ DE000MB4JVJ2 /
| 2024-05-31 6:34:23 PM |
Chg.-0.12 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
Qorvo Inc |
85.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB4JVJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.30 |
| Parity: |
0.57 |
| Time value: |
1.35 |
| Break-even: |
104.20 |
| Moneyness: |
1.07 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
1.59% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
3.12 |
| Rho: |
0.23 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.68 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.58% |
| 1 Month |
|
|
-53.85% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
-50.88% |
| 1 Year |
|
|
-41.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.68 |
| 1M High / 1M Low: |
2.07 |
1.68 |
| 6M High / 6M Low: |
3.95 |
1.68 |
| High (YTD): |
2024-03-04 |
3.95 |
| Low (YTD): |
2024-05-31 |
1.68 |
| 52W High: |
2024-03-04 |
3.95 |
| 52W Low: |
2023-11-02 |
1.39 |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
22.73 |
| Avg. price 6M: |
|
2.88 |
| Avg. volume 6M: |
|
4 |
| Avg. price 1Y: |
|
2.72 |
| Avg. volume 1Y: |
|
1.95 |
| Volatility 1M: |
|
79.25% |
| Volatility 6M: |
|
110.94% |
| Volatility 1Y: |
|
96.21% |
| Volatility 3Y: |
|
- |
