Morgan Stanley Call 144 TSM 21.06.../  DE000MB6WP80  /

Stuttgart
2024-05-31  8:51:29 PM Chg.- Bid8:00:06 PM Ask8:00:06 PM Underlying Strike price Expiration date Option type
0.760EUR - -
Bid Size: -
-
Ask Size: -
Taiwan Semiconductor... 144.00 - 2024-06-21 Call
 

Master data

WKN: MB6WP8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 144.00 -
Maturity: 2024-06-21
Issue date: 2023-06-02
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.53
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.85
Implied volatility: 0.16
Historic volatility: 0.29
Parity: 0.85
Time value: 0.02
Break-even: 152.70
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.98
Theta: -0.02
Omega: 17.22
Rho: 0.04
 

Quote data

Open: 0.800
High: 0.800
Low: 0.760
Previous Close: 1.050
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.61%
3 Months
  -48.30%
YTD  
+1900.00%
1 Year  
+145.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.810 0.740
6M High / 6M Low: 1.810 0.001
High (YTD): 2024-05-27 1.810
Low (YTD): 2024-01-18 0.001
52W High: 2024-05-27 1.810
52W Low: 2024-01-18 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.173
Avg. volume 1M:   0.000
Avg. price 6M:   0.548
Avg. volume 6M:   0.000
Avg. price 1Y:   0.322
Avg. volume 1Y:   0.000
Volatility 1M:   314.15%
Volatility 6M:   17,027.11%
Volatility 1Y:   12,800.96%
Volatility 3Y:   -