Morgan Stanley Call 1100 TDG 20.09.2024
/ DE000ME18063
Morgan Stanley Call 1100 TDG 20.0.../ DE000ME18063 /
| 14/06/2024 21:22:01 |
Chg.-0.23 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,100.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1806 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.19 |
| Parity: |
1.82 |
| Time value: |
0.63 |
| Break-even: |
1,272.58 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
2.94% |
| Delta: |
0.77 |
| Theta: |
-0.61 |
| Omega: |
3.81 |
| Rho: |
1.83 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.29 |
| Previous Close: |
2.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-4.96% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
+202.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
2.29 |
| 1M High / 1M Low: |
2.87 |
2.29 |
| 6M High / 6M Low: |
2.87 |
0.60 |
| High (YTD): |
27/05/2024 |
2.87 |
| Low (YTD): |
08/01/2024 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.96% |
| Volatility 6M: |
|
94.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
