Morgan Stanley Call 200 AMAT 20.09.2024
/ DE000ME1ALF3
Morgan Stanley Call 200 AMAT 20.0.../ DE000ME1ALF3 /
| 2024-06-14 5:44:38 PM |
Chg.-0.07 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.93EUR |
-1.75% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1ALF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
3.46 |
| Time value: |
0.63 |
| Break-even: |
227.73 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.83 |
| Theta: |
-0.07 |
| Omega: |
4.51 |
| Rho: |
0.38 |
Quote data
| Open: |
3.95 |
| High: |
3.95 |
| Low: |
3.93 |
| Previous Close: |
4.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.99% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+81.11% |
| YTD |
|
|
+417.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.01 |
2.84 |
| 1M High / 1M Low: |
4.01 |
2.10 |
| 6M High / 6M Low: |
4.01 |
0.37 |
| High (YTD): |
2024-06-12 |
4.01 |
| Low (YTD): |
2024-01-11 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
192 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.40% |
| Volatility 6M: |
|
216.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
