Morgan Stanley Call 125 iShares Nasdaq Biotechnology ETF 20.09.2024
/ DE000ME1Q1Q6
Morgan Stanley Call 125 iShares N.../ DE000ME1Q1Q6 /
| 2024-06-24 8:47:40 PM |
Chg.- |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.36EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
125.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME1Q1Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.86 |
| Intrinsic value: |
5.41 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
5.41 |
| Time value: |
3.00 |
| Break-even: |
133.41 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.12 |
| Spread %: |
1.45% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
11.39 |
| Rho: |
0.21 |
Quote data
| Open: |
8.20 |
| High: |
8.36 |
| Low: |
8.20 |
| Previous Close: |
7.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.75% |
| 1 Month |
|
|
+17.25% |
| 3 Months |
|
|
+21.87% |
| YTD |
|
|
+29.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.36 |
7.10 |
| 1M High / 1M Low: |
8.36 |
6.26 |
| 6M High / 6M Low: |
8.36 |
4.33 |
| High (YTD): |
2024-06-24 |
8.36 |
| Low (YTD): |
2024-04-19 |
4.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.60% |
| Volatility 6M: |
|
66.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
