Morgan Stanley Call 127 TSM 21.06.2024
/ DE000MB6WP15
Morgan Stanley Call 127 TSM 21.06.../ DE000MB6WP15 /
| 2024-05-20 8:51:42 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
127.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB6WP1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2024-05-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
1.49 |
| Historic volatility: |
0.28 |
| Parity: |
1.22 |
| Time value: |
1.31 |
| Break-even: |
152.30 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
4.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.67 |
| Theta: |
-0.45 |
| Omega: |
3.69 |
| Rho: |
0.04 |
Quote data
| Open: |
2.36 |
| High: |
2.54 |
| Low: |
2.36 |
| Previous Close: |
2.39 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+81.02% |
| 3 Months |
|
|
+155.67% |
| YTD |
|
|
+1450.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.71 |
1.19 |
| 6M High / 6M Low: |
2.71 |
0.07 |
| High (YTD): |
2024-05-15 |
2.71 |
| Low (YTD): |
2024-01-15 |
0.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.54% |
| Volatility 6M: |
|
402.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
