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Morgan Stanley Call 72 MRVL 21.06.../  DE000MB11AQ1  /

EUWAX
2024-06-10  11:19:40 AM Chg.-0.020 Bid3:42:34 PM Ask3:42:34 PM Underlying Strike price Expiration date Option type
0.055EUR -26.67% 0.066
Bid Size: 250,000		 0.071
Ask Size: 250,000		 Marvell Technology I... 72.00 - 2024-06-21 Call
 

Master data

WKN: MB11AQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 2024-06-21
Issue date: 2022-11-25
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 87.61
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.40
Parity: -0.89
Time value: 0.07
Break-even: 72.72
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 7.46%
Delta: 0.17
Theta: -0.10
Omega: 15.16
Rho: 0.00
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.075
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month
  -82.26%
3 Months
  -94.61%
YTD
  -83.33%
1 Year
  -92.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.114 0.058
1M High / 1M Low: 0.740 0.058
6M High / 6M Low: 1.600 0.058
High (YTD): 2024-03-07 1.600
Low (YTD): 2024-06-04 0.058
52W High: 2024-03-07 1.600
52W Low: 2024-06-04 0.058
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.405
Avg. volume 1M:   0.000
Avg. price 6M:   0.511
Avg. volume 6M:   35.282
Avg. price 1Y:   0.483
Avg. volume 1Y:   26.673
Volatility 1M:   565.59%
Volatility 6M:   356.58%
Volatility 1Y:   277.65%
Volatility 3Y:   -