Morgan Stanley Call 115 SYNA 20.12.2024
/ DE000ME9GH73
Morgan Stanley Call 115 SYNA 20.1.../ DE000ME9GH73 /
| 05/06/2024 18:56:20 |
Chg.+0.150 |
Bid21:53:57 |
Ask21:53:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+27.27% |
0.690
Bid Size: 20,000 |
0.780
Ask Size: 20,000 |
Synaptics Incorporat... |
115.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME9GH7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Synaptics Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.35 |
| Parity: |
-2.18 |
| Time value: |
0.62 |
| Break-even: |
111.88 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.10 |
| Spread %: |
19.23% |
| Delta: |
0.35 |
| Theta: |
-0.03 |
| Omega: |
4.78 |
| Rho: |
0.13 |
Quote data
| Open: |
0.560 |
| High: |
0.700 |
| Low: |
0.560 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
-1.41% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.550 |
| 1M High / 1M Low: |
0.740 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
