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Morgan Stanley Call 36 IFX 21.06..../  DE000MD8TJP2  /

EUWAX
2024-05-31  12:46:36 PM Chg.-0.26 Bid6:07:42 PM Ask6:07:42 PM Underlying Strike price Expiration date Option type
1.50EUR -14.77% 1.48
Bid Size: 2,000		 1.72
Ask Size: 2,000		 INFINEON TECH.AG NA ... 36.00 - 2024-06-21 Call
 

Master data

WKN: MD8TJP
Issuer: Morgan Stanley
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-06-21
Issue date: 2022-09-30
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 20.15
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.09
Implied volatility: 0.33
Historic volatility: 0.36
Parity: 1.09
Time value: 0.76
Break-even: 37.84
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.42
Spread abs.: 0.18
Spread %: 10.84%
Delta: 0.67
Theta: -0.03
Omega: 13.48
Rho: 0.01
 

Quote data

Open: 1.50
High: 1.50
Low: 1.50
Previous Close: 1.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.76%
1 Month  
+117.39%
3 Months  
+3.45%
YTD
  -66.37%
1 Year
  -69.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.78 1.76
1M High / 1M Low: 2.89 0.47
6M High / 6M Low: 5.33 0.28
High (YTD): 2024-01-02 4.07
Low (YTD): 2024-04-22 0.28
52W High: 2023-07-31 7.77
52W Low: 2024-04-22 0.28
Avg. price 1W:   2.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.91
Avg. volume 1M:   0.00
Avg. price 6M:   2.07
Avg. volume 6M:   4.80
Avg. price 1Y:   2.87
Avg. volume 1Y:   9.80
Volatility 1M:   809.17%
Volatility 6M:   422.38%
Volatility 1Y:   327.56%
Volatility 3Y:   -