Morgan Stanley Call 180 AMAT 20.09.2024
/ DE000ME1ALE6
Morgan Stanley Call 180 AMAT 20.0.../ DE000ME1ALE6 /
| 2024-06-03 11:53:08 AM |
Chg.+0.51 |
Bid4:58:01 PM |
Ask4:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.89EUR |
+15.09% |
3.50
Bid Size: 80,000 |
3.52
Ask Size: 80,000 |
Applied Materials In... |
180.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1ALE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
3.23 |
| Time value: |
0.62 |
| Break-even: |
204.36 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.83 |
| Theta: |
-0.06 |
| Omega: |
4.29 |
| Rho: |
0.38 |
Quote data
| Open: |
3.89 |
| High: |
3.89 |
| Low: |
3.89 |
| Previous Close: |
3.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.16% |
| 1 Month |
|
|
+15.77% |
| 3 Months |
|
|
-4.89% |
| YTD |
|
|
+192.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.44 |
3.38 |
| 1M High / 1M Low: |
4.48 |
3.36 |
| 6M High / 6M Low: |
4.48 |
0.71 |
| High (YTD): |
2024-05-24 |
4.48 |
| Low (YTD): |
2024-01-11 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
7.26 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.07% |
| Volatility 6M: |
|
184.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
