Morgan Stanley Call 15 AOMD 20.09.2024
/ DE000ME86ER7
Morgan Stanley Call 15 AOMD 20.09.../ DE000ME86ER7 /
| 2024-05-27 9:14:45 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.86EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
15.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME86ER |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-05-28 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.55 |
| Parity: |
2.30 |
| Time value: |
3.34 |
| Break-even: |
20.64 |
| Moneyness: |
1.15 |
| Premium: |
0.19 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.29 |
| Spread %: |
5.42% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
2.19 |
| Rho: |
0.02 |
Quote data
| Open: |
5.32 |
| High: |
5.40 |
| Low: |
4.86 |
| Previous Close: |
4.75 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+103.35% |
| 3 Months |
|
|
+333.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.86 |
2.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
