Morgan Stanley Call 37 IFX 21.06..../  DE000MB0M4C1  /

EUWAX
2024-06-04  9:08:08 AM Chg.-0.48 Bid10:13:43 AM Ask10:13:43 AM Underlying Strike price Expiration date Option type
1.00EUR -32.43% 1.27
Bid Size: 22,500
1.30
Ask Size: 22,500
INFINEON TECH.AG NA ... 37.00 - 2024-06-21 Call
 

Master data

WKN: MB0M4C
Issuer: Morgan Stanley
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 32.10
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.36
Parity: -0.08
Time value: 1.15
Break-even: 38.15
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 1.02
Spread abs.: 0.28
Spread %: 32.18%
Delta: 0.51
Theta: -0.04
Omega: 16.48
Rho: 0.01
 

Quote data

Open: 1.00
High: 1.00
Low: 1.00
Previous Close: 1.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.75%
1 Month  
+203.03%
3 Months
  -22.48%
YTD
  -74.42%
1 Year
  -79.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.81 0.91
1M High / 1M Low: 2.25 0.44
6M High / 6M Low: 4.69 0.20
High (YTD): 2024-01-02 3.48
Low (YTD): 2024-04-25 0.20
52W High: 2023-07-31 7.11
52W Low: 2024-04-25 0.20
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.47
Avg. volume 1M:   123.81
Avg. price 6M:   1.67
Avg. volume 6M:   63.20
Avg. price 1Y:   2.45
Avg. volume 1Y:   30.98
Volatility 1M:   495.20%
Volatility 6M:   453.66%
Volatility 1Y:   346.10%
Volatility 3Y:   -