Morgan Stanley Call 1200 TDG 20.09.2024
/ DE000ME18071
Morgan Stanley Call 1200 TDG 20.0.../ DE000ME18071 /
| 2024-06-21 9:28:14 PM |
Chg.-0.24 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
-12.63% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1807 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.19 |
| Parity: |
1.13 |
| Time value: |
0.71 |
| Break-even: |
1,306.31 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.12 |
| Spread %: |
6.98% |
| Delta: |
0.71 |
| Theta: |
-0.63 |
| Omega: |
4.78 |
| Rho: |
1.71 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.66 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.67% |
| 1 Month |
|
|
-14.43% |
| 3 Months |
|
|
+23.88% |
| YTD |
|
|
+295.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.66 |
| 1M High / 1M Low: |
2.04 |
1.49 |
| 6M High / 6M Low: |
2.04 |
0.33 |
| High (YTD): |
2024-05-27 |
2.04 |
| Low (YTD): |
2024-01-08 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.87% |
| Volatility 6M: |
|
120.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
