Morgan Stanley Call 80 MRVL 21.06.2024
/ DE000MB6NJ06
Morgan Stanley Call 80 MRVL 21.06.../ DE000MB6NJ06 /
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: |
|
- |