Morgan Stanley Call 130 iShares Nasdaq Biotechnology ETF 20.09.2024
/ DE000ME24R94
Morgan Stanley Call 130 iShares N.../ DE000ME24R94 /
| 2024-06-17 1:32:20 PM |
Chg.-0.010 |
Bid6:31:27 PM |
Ask6:31:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-1.06% |
0.920
Bid Size: 25,000 |
0.930
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: |
12.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
-0.25 |
| Time value: |
0.99 |
| Break-even: |
139.90 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.52 |
| Theta: |
-0.06 |
| Omega: |
6.72 |
| Rho: |
0.15 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.06% |
| 1 Month |
|
|
-10.58% |
| 3 Months |
|
|
-26.19% |
| YTD |
|
|
-33.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.940 |
| 1M High / 1M Low: |
1.130 |
0.730 |
| 6M High / 6M Low: |
1.620 |
0.440 |
| High (YTD): |
2024-02-27 |
1.620 |
| Low (YTD): |
2024-04-19 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.974 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.128 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.17% |
| Volatility 6M: |
|
140.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
