Morgan Stanley Call 125 iShares Nasdaq Biotechnology ETF 20.12.2024
/ DE000ME571K0
Morgan Stanley Call 125 iShares N.../ DE000ME571K0 /
| 2024-06-17 6:42:41 PM |
Chg.-0.09 |
Bid9:21:29 PM |
Ask9:21:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.16EUR |
-1.24% |
7.15
Bid Size: 2,500 |
7.23
Ask Size: 2,500 |
- |
125.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME571K |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
17.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.13 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.15 |
| Parity: |
2.49 |
| Time value: |
4.88 |
| Break-even: |
132.37 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
0.96% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
11.71 |
| Rho: |
0.40 |
Quote data
| Open: |
7.19 |
| High: |
7.19 |
| Low: |
7.16 |
| Previous Close: |
7.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.62% |
| 1 Month |
|
|
+4.07% |
| 3 Months |
|
|
+4.07% |
| YTD |
|
|
+11.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.48 |
6.91 |
| 1M High / 1M Low: |
7.48 |
6.22 |
| 6M High / 6M Low: |
7.48 |
4.77 |
| High (YTD): |
2024-06-12 |
7.48 |
| Low (YTD): |
2024-04-19 |
4.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.11% |
| Volatility 6M: |
|
52.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
