OverviewChartNewsTraderScreen

Morgan Stanley Call 210 CDNS 21.0.../  DE000MB0ML66  /

EUWAX
5/22/2024  9:16:09 AM Chg.-0.21 Bid11:08:17 AM Ask11:08:17 AM Underlying Strike price Expiration date Option type
7.49EUR -2.73% 7.41
Bid Size: 2,000		 7.49
Ask Size: 2,000		 Cadence Design Syste... 210.00 - 6/21/2024 Call
 

Master data

WKN: MB0ML6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 6/21/2024
Issue date: 11/15/2022
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.53
Leverage: Yes

Calculated values

Fair value: 5.79
Intrinsic value: 5.73
Implied volatility: 1.50
Historic volatility: 0.25
Parity: 5.73
Time value: 1.84
Break-even: 285.70
Moneyness: 1.27
Premium: 0.07
Premium p.a.: 1.25
Spread abs.: 0.04
Spread %: 0.53%
Delta: 0.78
Theta: -0.57
Omega: 2.77
Rho: 0.11
 

Quote data

Open: 7.49
High: 7.49
Low: 7.49
Previous Close: 7.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.97%
1 Month  
+2.88%
3 Months
  -20.82%
YTD  
+12.29%
1 Year  
+141.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.80 7.47
1M High / 1M Low: 7.80 5.66
6M High / 6M Low: 10.81 5.12
High (YTD): 3/22/2024 10.81
Low (YTD): 1/5/2024 5.12
52W High: 3/22/2024 10.81
52W Low: 5/24/2023 2.57
Avg. price 1W:   7.64
Avg. volume 1W:   0.00
Avg. price 1M:   7.05
Avg. volume 1M:   0.00
Avg. price 6M:   7.88
Avg. volume 6M:   0.00
Avg. price 1Y:   6.15
Avg. volume 1Y:   0.00
Volatility 1M:   121.96%
Volatility 6M:   95.76%
Volatility 1Y:   105.38%
Volatility 3Y:   -