Morgan Stanley Call 32 IFX 21.06..../  DE000MD8TJM9  /

EUWAX
2024-05-31  6:48:08 PM Chg.-0.43 Bid8:17:32 PM Ask8:17:32 PM Underlying Strike price Expiration date Option type
4.83EUR -8.17% 4.89
Bid Size: 2,000
5.13
Ask Size: 2,000
INFINEON TECH.AG NA ... 32.00 - 2024-06-21 Call
 

Master data

WKN: MD8TJM
Issuer: Morgan Stanley
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-06-21
Issue date: 2022-09-30
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.00
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 5.09
Implied volatility: 0.45
Historic volatility: 0.36
Parity: 5.09
Time value: 0.22
Break-even: 37.30
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.18
Spread %: 3.52%
Delta: 0.92
Theta: -0.02
Omega: 6.46
Rho: 0.02
 

Quote data

Open: 4.90
High: 4.90
Low: 4.83
Previous Close: 5.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.43%
1 Month  
+117.57%
3 Months  
+48.62%
YTD
  -32.45%
1 Year
  -30.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.49 5.24
1M High / 1M Low: 6.49 1.65
6M High / 6M Low: 8.20 1.04
High (YTD): 2024-01-02 6.64
Low (YTD): 2024-04-22 1.04
52W High: 2023-07-31 10.49
52W Low: 2024-04-22 1.04
Avg. price 1W:   5.85
Avg. volume 1W:   0.00
Avg. price 1M:   4.89
Avg. volume 1M:   0.00
Avg. price 6M:   4.17
Avg. volume 6M:   16
Avg. price 1Y:   4.88
Avg. volume 1Y:   20.67
Volatility 1M:   515.09%
Volatility 6M:   292.75%
Volatility 1Y:   235.57%
Volatility 3Y:   -