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Morgan Stanley Call 770 ASME 21.0.../  DE000MD7DUN0  /

EUWAX
6/5/2024  10:18:03 AM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
12.94EUR - -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 770.00 - 6/21/2024 Call
 

Master data

WKN: MD7DUN
Issuer: Morgan Stanley
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 770.00 -
Maturity: 6/21/2024
Issue date: 8/25/2022
Last trading day: 6/6/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.04
Leverage: Yes

Calculated values

Fair value: 18.99
Intrinsic value: 18.92
Implied volatility: 0.61
Historic volatility: 0.30
Parity: 18.92
Time value: 0.10
Break-even: 960.20
Moneyness: 1.25
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.10
Spread %: 0.53%
Delta: 0.99
Theta: -0.21
Omega: 4.99
Rho: 0.19
 

Quote data

Open: 12.94
High: 12.94
Low: 12.94
Previous Close: 10.89
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+26.24%
3 Months
  -12.21%
YTD  
+419.68%
1 Year  
+161.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.94 12.94
1M High / 1M Low: 12.94 8.49
6M High / 6M Low: 17.62 1.11
High (YTD): 3/4/2024 17.62
Low (YTD): 1/16/2024 1.11
52W High: 3/4/2024 17.62
52W Low: 9/27/2023 0.69
Avg. price 1W:   12.94
Avg. volume 1W:   0.00
Avg. price 1M:   10.61
Avg. volume 1M:   0.00
Avg. price 6M:   9.48
Avg. volume 6M:   0.00
Avg. price 1Y:   5.67
Avg. volume 1Y:   0.00
Volatility 1M:   186.27%
Volatility 6M:   231.23%
Volatility 1Y:   211.34%
Volatility 3Y:   -