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Morgan Stanley Call 71 MRVL 21.06.../  DE000MB8D7S3  /

Stuttgart
2024-06-10  12:20:29 PM Chg.-0.029 Bid5:39:01 PM Ask5:39:01 PM Underlying Strike price Expiration date Option type
0.063EUR -31.52% 0.120
Bid Size: 250,000		 0.125
Ask Size: 250,000		 Marvell Technology I... 71.00 USD 2024-06-21 Call
 

Master data

WKN: MB8D7S
Issuer: Morgan Stanley
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 71.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-06
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 67.83
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.40
Parity: -0.28
Time value: 0.09
Break-even: 66.80
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 5.70
Spread abs.: 0.01
Spread %: 5.68%
Delta: 0.31
Theta: -0.08
Omega: 20.86
Rho: 0.01
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.092
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.25%
1 Month
  -81.47%
3 Months
  -94.00%
YTD
  -82.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.148 0.068
1M High / 1M Low: 0.790 0.068
6M High / 6M Low: 1.650 0.068
High (YTD): 2024-03-07 1.650
Low (YTD): 2024-06-04 0.068
52W High: - -
52W Low: - -
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.446
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   32.258
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   641.05%
Volatility 6M:   371.99%
Volatility 1Y:   -
Volatility 3Y:   -