Morgan Stanley Call 80 MRVL 21.06.../  DE000MB6NJ06  /

Stuttgart
2024-06-07  9:24:16 PM Chg.- Bid10:53:24 AM Ask10:53:24 AM Underlying Strike price Expiration date Option type
0.011EUR - 0.002
Bid Size: 25,000
0.040
Ask Size: 25,000
Marvell Technology I... 80.00 - 2024-06-21 Call
 

Master data

WKN: MB6NJ0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-05-29
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 157.69
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.40
Parity: -1.69
Time value: 0.04
Break-even: 80.40
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 263.64%
Delta: 0.09
Theta: -0.08
Omega: 13.98
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.012
Low: 0.002
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month
  -90.60%
3 Months
  -98.47%
YTD
  -93.96%
1 Year
  -98.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.011
1M High / 1M Low: 0.320 0.011
6M High / 6M Low: 1.140 0.011
High (YTD): 2024-03-07 1.140
Low (YTD): 2024-06-07 0.011
52W High: 2024-03-07 1.140
52W Low: 2024-06-07 0.011
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   0.000
Avg. price 1Y:   0.300
Avg. volume 1Y:   0.000
Volatility 1M:   537.88%
Volatility 6M:   402.29%
Volatility 1Y:   313.79%
Volatility 3Y:   -