Morgan Stanley Call 160 ABBV 20.09.2024
/ DE000ME8H8L6
Morgan Stanley Call 160 ABBV 20.0.../ DE000ME8H8L6 /
2024-05-28 10:33:32 AM |
Chg.+0.05 |
Bid8:43:40 PM |
Ask8:43:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.46EUR |
+0.92% |
4.47 Bid Size: 3,750 |
4.52 Ask Size: 3,750 |
AbbVie Inc |
160.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME8H8L |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AbbVie Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-09 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
24.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.98 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.17 |
Parity: |
-2.71 |
Time value: |
5.87 |
Break-even: |
153.18 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.35 |
Spread %: |
6.34% |
Delta: |
0.50 |
Theta: |
-0.03 |
Omega: |
12.26 |
Rho: |
0.21 |
Quote data
Open: |
5.46 |
High: |
5.46 |
Low: |
5.46 |
Previous Close: |
5.41 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.66% |
1 Month |
|
|
-54.04% |
3 Months |
|
|
-63.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.25 |
5.41 |
1M High / 1M Low: |
9.75 |
5.41 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |