Morgan Stanley Call 68 MRVL 21.06.../  DE000MB0Y0C5  /

EUWAX
2024-05-31  8:46:30 PM Chg.- Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.290EUR - -
Bid Size: -
-
Ask Size: -
Marvell Technology I... 68.00 - 2024-06-21 Call
 

Master data

WKN: MB0Y0C
Issuer: Morgan Stanley
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 2024-06-21
Issue date: 2022-11-23
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.75
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 1.09
Historic volatility: 0.40
Parity: -0.49
Time value: 0.29
Break-even: 70.90
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 47.38
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.38
Theta: -0.21
Omega: 8.35
Rho: 0.01
 

Quote data

Open: 0.550
High: 0.550
Low: 0.290
Previous Close: 0.940
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.30%
3 Months
  -76.98%
YTD
  -34.09%
1 Year
  -67.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.990 0.290
6M High / 6M Low: 1.830 0.215
High (YTD): 2024-03-07 1.830
Low (YTD): 2024-01-03 0.280
52W High: 2024-03-07 1.830
52W Low: 2023-12-06 0.148
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.714
Avg. volume 1M:   0.000
Avg. price 6M:   0.688
Avg. volume 6M:   0.000
Avg. price 1Y:   0.619
Avg. volume 1Y:   8.032
Volatility 1M:   408.58%
Volatility 6M:   290.60%
Volatility 1Y:   237.43%
Volatility 3Y:   -