Morgan Stanley Call 130 MAA 20.09.2024
/ DE000ME9H2B9
Morgan Stanley Call 130 MAA 20.09.../ DE000ME9H2B9 /
05/06/2024 18:56:45 |
Chg.0.00 |
Bid20:10:41 |
Ask20:10:41 |
Underlying |
Strike price |
Expiration date |
Option type |
2.28EUR |
0.00% |
2.30 Bid Size: 12,500 |
2.44 Ask Size: 12,500 |
Mid America Apartmen... |
130.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
ME9H2B |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Mid America Apartment Communities Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
01/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
5:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.93 |
Intrinsic value: |
1.19 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
1.19 |
Time value: |
1.27 |
Break-even: |
131.77 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.14 |
Spread %: |
6.03% |
Delta: |
0.67 |
Theta: |
-0.04 |
Omega: |
6.82 |
Rho: |
0.21 |
Quote data
Open: |
2.32 |
High: |
2.32 |
Low: |
2.28 |
Previous Close: |
2.28 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+79.53% |
1 Month |
|
|
+7.04% |
3 Months |
|
|
+14.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.28 |
1.27 |
1M High / 1M Low: |
2.58 |
1.27 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.72 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |