Morgan Stanley Call 1000 TDG 20.12.2024
/ DE000ME6ERH7
Morgan Stanley Call 1000 TDG 20.1.../ DE000ME6ERH7 /
| 2024-05-27 8:49:12 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.64EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,000.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME6ERH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-05-28 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.19 |
| Parity: |
2.36 |
| Time value: |
1.39 |
| Break-even: |
1,375.00 |
| Moneyness: |
1.24 |
| Premium: |
0.11 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.11 |
| Spread %: |
3.02% |
| Delta: |
0.76 |
| Theta: |
-0.61 |
| Omega: |
2.50 |
| Rho: |
2.79 |
Quote data
| Open: |
3.62 |
| High: |
3.64 |
| Low: |
3.61 |
| Previous Close: |
3.57 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.74% |
| 3 Months |
|
|
+30.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.64 |
3.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
9.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
