Morgan Stanley Call 180 CMC 20.09.2024
/ DE000ME1V0S7
Morgan Stanley Call 180 CMC 20.09.../ DE000ME1V0S7 /
| 2024-06-20 2:51:42 PM |
Chg.0.000 |
Bid6:32:23 PM |
Ask6:32:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
0.730
Bid Size: 100,000 |
0.740
Ask Size: 100,000 |
JPMORGAN CHASE ... |
180.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME1V0S |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
23.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.16 |
| Parity: |
0.33 |
| Time value: |
0.46 |
| Break-even: |
187.90 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
9.72% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
15.41 |
| Rho: |
0.29 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+7.46% |
| YTD |
|
|
+94.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.670 |
| 1M High / 1M Low: |
0.770 |
0.660 |
| 6M High / 6M Low: |
0.780 |
0.310 |
| High (YTD): |
2024-05-17 |
0.780 |
| Low (YTD): |
2024-01-18 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.569 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.58% |
| Volatility 6M: |
|
87.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
