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Morgan Stanley Call 136 TSM 21.06.../  DE000MB6WP64  /

Stuttgart
2024-06-07  8:57:01 PM Chg.+0.11 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
2.55EUR +4.51% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 136.00 - 2024-06-21 Call
 

Master data

WKN: MB6WP6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 136.00 -
Maturity: 2024-06-21
Issue date: 2023-06-02
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.72
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.62
Implied volatility: 1.59
Historic volatility: 0.29
Parity: 1.62
Time value: 1.04
Break-even: 162.60
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 5.41
Spread abs.: 0.02
Spread %: 0.76%
Delta: 0.70
Theta: -0.62
Omega: 4.01
Rho: 0.03
 

Quote data

Open: 2.50
High: 2.67
Low: 2.50
Previous Close: 2.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+88.89%
1 Month  
+165.63%
3 Months  
+36.36%
YTD  
+3087.50%
1 Year  
+521.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.55 1.57
1M High / 1M Low: 2.55 0.96
6M High / 6M Low: 2.55 0.01
High (YTD): 2024-06-07 2.55
Low (YTD): 2024-01-15 0.01
52W High: 2024-06-07 2.55
52W Low: 2023-10-20 0.00
Avg. price 1W:   2.00
Avg. volume 1W:   0.00
Avg. price 1M:   1.81
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   0.50
Avg. volume 1Y:   0.00
Volatility 1M:   299.04%
Volatility 6M:   1,393.27%
Volatility 1Y:   3,339.35%
Volatility 3Y:   -