Morgan Stanley Call 170 MPC 20.09.2024
/ DE000ME9RU40
Morgan Stanley Call 170 MPC 20.09.../ DE000ME9RU40 /
| 17/06/2024 21:13:30 |
Chg.- |
Bid12:04:51 |
Ask12:04:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.58EUR |
- |
8.52
Bid Size: 100 |
8.92
Ask Size: 100 |
Marathon Petroleum C... |
170.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME9RU4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Marathon Petroleum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
18.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.45 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.24 |
| Parity: |
1.61 |
| Time value: |
6.97 |
| Break-even: |
166.87 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
1.06% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
11.02 |
| Rho: |
0.22 |
Quote data
| Open: |
8.28 |
| High: |
8.58 |
| Low: |
8.20 |
| Previous Close: |
7.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.97% |
| 1 Month |
|
|
-13.42% |
| 3 Months |
|
|
-40.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.88 |
7.16 |
| 1M High / 1M Low: |
11.39 |
7.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
