Morgan Stanley Call 100 AEP 20.12.2024
/ DE000ME668R9
Morgan Stanley Call 100 AEP 20.12.../ DE000ME668R9 /
| 2024-09-26 10:52:41 AM |
Chg.-0.020 |
Bid4:16:29 PM |
Ask4:16:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-4.44% |
0.460
Bid Size: 80,000 |
0.470
Ask Size: 80,000 |
American Electric Po... |
100.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME668R |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.10 |
| Time value: |
0.37 |
| Break-even: |
94.55 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
11.47 |
| Rho: |
0.11 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.31% |
| 1 Month |
|
|
+16.22% |
| 3 Months |
|
|
+394.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.450 |
| 1M High / 1M Low: |
0.750 |
0.350 |
| 6M High / 6M Low: |
0.750 |
0.087 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.278 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.44% |
| Volatility 6M: |
|
189.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
