Morgan Stanley Call 16 GZF
/ DE000ME15HV1
Morgan Stanley Call 16 GZF/ DE000ME15HV1 /
2024-08-30 8:32:58 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.201EUR |
- |
- Bid Size: - |
- Ask Size: - |
ENGIE S.A. INH. ... |
16.00 - |
2024-09-20 |
Call |
Master data
WKN: |
ME15HV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ENGIE S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-02 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
78.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.71 |
Historic volatility: |
0.16 |
Parity: |
-0.08 |
Time value: |
0.20 |
Break-even: |
16.20 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.00 |
Spread abs.: |
-0.01 |
Spread %: |
-6.48% |
Delta: |
0.46 |
Theta: |
-0.12 |
Omega: |
36.12 |
Rho: |
0.00 |
Quote data
Open: |
0.195 |
High: |
0.201 |
Low: |
0.184 |
Previous Close: |
0.156 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+93.27% |
3 Months |
|
|
+229.51% |
YTD |
|
|
-37.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.201 |
0.088 |
6M High / 6M Low: |
0.450 |
0.030 |
High (YTD): |
2024-05-15 |
0.450 |
Low (YTD): |
2024-07-17 |
0.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.126 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.170 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
269.01% |
Volatility 6M: |
|
285.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |