Morgan Stanley Call 1500 TDG 20.1.../  DE000ME8VRD6  /

Stuttgart
2024-06-21  5:31:26 PM Chg.-0.050 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.430EUR -10.42% -
Bid Size: -
-
Ask Size: -
Transdigm Group Inco... 1,500.00 USD 2024-12-20 Call
 

Master data

WKN: ME8VRD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,500.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-16
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 25.22
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -1.67
Time value: 0.49
Break-even: 1,451.89
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.38
Spread abs.: 0.08
Spread %: 19.51%
Delta: 0.33
Theta: -0.29
Omega: 8.34
Rho: 1.78
 

Quote data

Open: 0.450
High: 0.450
Low: 0.430
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.38%
1 Month
  -14.00%
3 Months  
+34.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.430
1M High / 1M Low: 0.520 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -