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Morgan Stanley Call 1400 TDG 20.0.../  DE000ME3JDF7  /

Stuttgart
2024-06-21  9:00:30 PM Chg.-0.150 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.480EUR -23.81% -
Bid Size: -		 -
Ask Size: -		 Transdigm Group Inco... 1,400.00 USD 2024-09-20 Call
 

Master data

WKN: ME3JDF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,400.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.26
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -0.74
Time value: 0.61
Break-even: 1,370.37
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.52
Spread abs.: 0.10
Spread %: 19.61%
Delta: 0.42
Theta: -0.52
Omega: 8.59
Rho: 1.14
 

Quote data

Open: 0.580
High: 0.580
Low: 0.480
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.63%
1 Month
  -15.79%
3 Months  
+11.63%
YTD  
+233.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.480
1M High / 1M Low: 0.720 0.400
6M High / 6M Low: 0.720 0.123
High (YTD): 2024-06-05 0.720
Low (YTD): 2024-01-08 0.123
52W High: - -
52W Low: - -
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.564
Avg. volume 1M:   0.000
Avg. price 6M:   0.374
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.47%
Volatility 6M:   172.93%
Volatility 1Y:   -
Volatility 3Y:   -