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Morgan Stanley Call 670 ASME 21.0.../  DE000MD7DUB5  /

EUWAX
6/12/2024  10:20:41 AM Chg.-0.30 Bid2:58:09 PM Ask2:58:09 PM Underlying Strike price Expiration date Option type
29.38EUR -1.01% 30.99
Bid Size: 7,500		 31.02
Ask Size: 7,500		 ASML HOLDING EO -... 670.00 - 6/21/2024 Call
 

Master data

WKN: MD7DUB
Issuer: Morgan Stanley
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 670.00 -
Maturity: 6/21/2024
Issue date: 8/25/2022
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.22
Leverage: Yes

Calculated values

Fair value: 28.98
Intrinsic value: 28.92
Implied volatility: 1.65
Historic volatility: 0.30
Parity: 28.92
Time value: 0.83
Break-even: 967.50
Moneyness: 1.43
Premium: 0.01
Premium p.a.: 0.42
Spread abs.: 0.20
Spread %: 0.68%
Delta: 0.94
Theta: -1.79
Omega: 3.02
Rho: 0.15
 

Quote data

Open: 29.38
High: 29.38
Low: 29.38
Previous Close: 29.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.63%
1 Month  
+48.01%
3 Months  
+25.29%
YTD  
+331.42%
1 Year  
+223.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 29.68 22.84
1M High / 1M Low: 29.68 17.87
6M High / 6M Low: 29.68 4.01
High (YTD): 6/11/2024 29.68
Low (YTD): 1/4/2024 4.01
52W High: 6/11/2024 29.68
52W Low: 9/27/2023 1.87
Avg. price 1W:   27.85
Avg. volume 1W:   0.00
Avg. price 1M:   21.93
Avg. volume 1M:   0.00
Avg. price 6M:   17.58
Avg. volume 6M:   0.00
Avg. price 1Y:   11.01
Avg. volume 1Y:   44.11
Volatility 1M:   124.83%
Volatility 6M:   174.44%
Volatility 1Y:   168.32%
Volatility 3Y:   -