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Morgan Stanley Call 66 MRVL 21.06.../  DE000MB1A549  /

EUWAX
5/31/2024  2:38:06 PM Chg.-0.260 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.840EUR -23.64% -
Bid Size: -		 -
Ask Size: -		 Marvell Technology I... 66.00 - 6/21/2024 Call
 

Master data

WKN: MB1A54
Issuer: Morgan Stanley
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 66.00 -
Maturity: 6/21/2024
Issue date: 12/6/2022
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.47
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.39
Parity: -0.26
Time value: 0.41
Break-even: 70.10
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 5.20
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.47
Theta: -0.13
Omega: 7.22
Rho: 0.01
 

Quote data

Open: 0.710
High: 0.840
Low: 0.710
Previous Close: 1.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.32%
1 Month  
+78.72%
3 Months
  -42.86%
YTD  
+64.71%
1 Year
  -14.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.840
1M High / 1M Low: 1.150 0.470
6M High / 6M Low: 1.990 0.178
High (YTD): 3/7/2024 1.990
Low (YTD): 1/4/2024 0.310
52W High: 3/7/2024 1.990
52W Low: 12/5/2023 0.178
Avg. price 1W:   1.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.795
Avg. volume 1M:   63.636
Avg. price 6M:   0.762
Avg. volume 6M:   22.581
Avg. price 1Y:   0.700
Avg. volume 1Y:   10.980
Volatility 1M:   268.57%
Volatility 6M:   253.52%
Volatility 1Y:   214.19%
Volatility 3Y:   -