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Morgan Stanley Call 95 MCHP 21.06.../  DE000MB0M7Z5  /

EUWAX
2024-05-06  8:15:16 PM Chg.- Bid8:35:09 AM Ask8:34:59 AM Underlying Strike price Expiration date Option type
0.400EUR - 0.190
Bid Size: 3,750		 -
Ask Size: -		 Microchip Technology... 95.00 - 2024-06-21 Call
 

Master data

WKN: MB0M7Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.73
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.30
Parity: -1.01
Time value: 0.33
Break-even: 98.30
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 2.19
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.33
Theta: -0.07
Omega: 8.49
Rho: 0.03
 

Quote data

Open: 0.330
High: 0.400
Low: 0.330
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+42.86%
3 Months  
+70.94%
YTD
  -33.33%
1 Year
  -21.57%
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.270
1M High / 1M Low: 0.480 0.123
6M High / 6M Low: 0.760 0.123
High (YTD): 2024-03-07 0.620
Low (YTD): 2024-04-22 0.123
52W High: 2023-07-31 1.180
52W Low: 2024-04-22 0.123
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   0.479
Avg. volume 1Y:   0.000
Volatility 1M:   400.64%
Volatility 6M:   288.58%
Volatility 1Y:   230.28%
Volatility 3Y:   -