Morgan Stanley Call 130 iShares Nasdaq Biotechnology ETF 20.09.2024
/ DE000ME24R94
Morgan Stanley Call 130 iShares N.../ DE000ME24R94 /
| 2024-06-25 6:42:23 PM |
Chg.-0.04 |
Bid9:14:10 PM |
Ask9:14:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-3.20% |
1.19
Bid Size: 25,000 |
1.20
Ask Size: 25,000 |
- |
130.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME24R9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.15 |
| Parity: |
0.04 |
| Time value: |
1.19 |
| Break-even: |
142.30 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.57 |
| Theta: |
-0.07 |
| Omega: |
5.99 |
| Rho: |
0.15 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.21 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.78% |
| 1 Month |
|
|
+23.47% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-12.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
0.83 |
| 1M High / 1M Low: |
1.25 |
0.73 |
| 6M High / 6M Low: |
1.62 |
0.44 |
| High (YTD): |
2024-02-27 |
1.62 |
| Low (YTD): |
2024-04-19 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.43% |
| Volatility 6M: |
|
142.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
