Morgan Stanley Call 160 ABBV 20.09.2024
/ DE000ME1UCJ2
Morgan Stanley Call 160 ABBV 20.0.../ DE000ME1UCJ2 /
| 2024-05-29 2:28:24 PM |
Chg.-0.51 |
Bid6:00:12 PM |
Ask6:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.17EUR |
-13.86% |
3.22
Bid Size: 3,750 |
3.27
Ask Size: 3,750 |
AbbVie Inc |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1UCJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
42.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.17 |
| Parity: |
-4.29 |
| Time value: |
3.40 |
| Break-even: |
150.85 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
1.49% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
17.98 |
| Rho: |
0.18 |
Quote data
| Open: |
3.18 |
| High: |
3.18 |
| Low: |
3.17 |
| Previous Close: |
3.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.68% |
| 1 Month |
|
|
-35.83% |
| 3 Months |
|
|
-56.34% |
| YTD |
|
|
-16.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.64 |
3.65 |
| 1M High / 1M Low: |
5.86 |
3.65 |
| 6M High / 6M Low: |
7.76 |
1.91 |
| High (YTD): |
2024-03-14 |
7.76 |
| Low (YTD): |
2024-05-24 |
3.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.82% |
| Volatility 6M: |
|
93.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
