Morgan Stanley Call 85 TSM 21.06.2024
/ DE000MB01TF5
Morgan Stanley Call 85 TSM 21.06..../ DE000MB01TF5 /
2024-06-14 8:34:24 PM |
Chg.-0.03 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.20EUR |
-0.36% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
85.00 - |
2024-06-21 |
Call |
Master data
WKN: |
MB01TF |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-02 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
1.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.62 |
Intrinsic value: |
7.62 |
Implied volatility: |
4.92 |
Historic volatility: |
0.29 |
Parity: |
7.62 |
Time value: |
0.58 |
Break-even: |
167.00 |
Moneyness: |
1.90 |
Premium: |
0.04 |
Premium p.a.: |
7.74 |
Spread abs.: |
0.02 |
Spread %: |
0.24% |
Delta: |
0.91 |
Theta: |
-1.40 |
Omega: |
1.78 |
Rho: |
0.01 |
Quote data
Open: |
8.20 |
High: |
8.20 |
Low: |
8.15 |
Previous Close: |
8.23 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.26% |
1 Month |
|
|
+29.95% |
3 Months |
|
|
+68.72% |
YTD |
|
|
+296.14% |
1 Year |
|
|
+226.69% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.23 |
7.50 |
1M High / 1M Low: |
8.23 |
5.96 |
6M High / 6M Low: |
8.23 |
1.68 |
High (YTD): |
2024-06-13 |
8.23 |
Low (YTD): |
2024-01-05 |
1.68 |
52W High: |
2024-06-13 |
8.23 |
52W Low: |
2023-09-26 |
0.95 |
Avg. price 1W: |
|
7.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.60 |
Avg. volume 6M: |
|
6.45 |
Avg. price 1Y: |
|
3.08 |
Avg. volume 1Y: |
|
3.14 |
Volatility 1M: |
|
82.53% |
Volatility 6M: |
|
108.76% |
Volatility 1Y: |
|
106.07% |
Volatility 3Y: |
|
- |