Morgan Stanley Call 130 JNJ 20.09.2024
/ DE000ME2BUL8
Morgan Stanley Call 130 JNJ 20.09.../ DE000ME2BUL8 /
| 2024-06-07 6:38:14 PM |
Chg.+0.030 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+3.70% |
-
Bid Size: - |
-
Ask Size: - |
JOHNSON + JOHNSON ... |
130.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME2BUL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.15 |
| Parity: |
0.62 |
| Time value: |
0.21 |
| Break-even: |
138.30 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
13.63 |
| Rho: |
0.30 |
Quote data
| Open: |
0.810 |
| High: |
0.840 |
| Low: |
0.810 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
+1.20% |
| 3 Months |
|
|
-2.33% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.800 |
| 1M High / 1M Low: |
0.890 |
0.770 |
| 6M High / 6M Low: |
0.890 |
0.730 |
| High (YTD): |
2024-05-22 |
0.890 |
| Low (YTD): |
2024-04-17 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.827 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.77% |
| Volatility 6M: |
|
29.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
