Morgan Stanley Call 160 MPC
/ DE000ME9RU16
Morgan Stanley Call 160 MPC/ DE000ME9RU16 /
8/19/2024 8:50:44 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
16.09EUR |
- |
- Bid Size: - |
- Ask Size: - |
Marathon Petroleum C... |
160.00 - |
9/20/2024 |
Call |
Master data
WKN: |
ME9RU1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Marathon Petroleum Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/7/2024 |
Last trading day: |
8/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
9.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
6.64 |
Historic volatility: |
0.25 |
Parity: |
-11.83 |
Time value: |
15.86 |
Break-even: |
175.86 |
Moneyness: |
0.93 |
Premium: |
0.19 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.10 |
Spread %: |
0.63% |
Delta: |
0.48 |
Theta: |
-10.27 |
Omega: |
4.50 |
Rho: |
0.00 |
Quote data
Open: |
15.66 |
High: |
16.09 |
Low: |
15.66 |
Previous Close: |
16.81 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+16.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
19.94 |
7.49 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
14.12 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
142.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |