Morgan Stanley Call 150 UHS 20.09.2024
/ DE000ME16E08
Morgan Stanley Call 150 UHS 20.09.../ DE000ME16E08 /
| 2024-05-28 10:15:00 AM |
Chg.-0.01 |
Bid11:19:46 AM |
Ask11:19:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.06EUR |
-0.33% |
3.06
Bid Size: 1,000 |
3.18
Ask Size: 1,000 |
Universal Health Ser... |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME16E0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Universal Health Services |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.21 |
| Parity: |
2.43 |
| Time value: |
0.80 |
| Break-even: |
170.40 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.16 |
| Spread %: |
5.21% |
| Delta: |
0.78 |
| Theta: |
-0.07 |
| Omega: |
3.93 |
| Rho: |
0.30 |
Quote data
| Open: |
3.06 |
| High: |
3.06 |
| Low: |
3.06 |
| Previous Close: |
3.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.07% |
| 1 Month |
|
|
+30.77% |
| 3 Months |
|
|
+6.25% |
| YTD |
|
|
+67.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.48 |
3.02 |
| 1M High / 1M Low: |
3.48 |
2.38 |
| 6M High / 6M Low: |
3.74 |
0.93 |
| High (YTD): |
2024-03-28 |
3.74 |
| Low (YTD): |
2024-01-24 |
1.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.89% |
| Volatility 6M: |
|
129.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
