Morgan Stanley Call 200 WM 20.09.2024
/ DE000ME29RQ1
Morgan Stanley Call 200 WM 20.09..../ DE000ME29RQ1 /
| 2024-06-17 10:46:50 AM |
Chg.0.000 |
Bid4:15:47 PM |
Ask4:15:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.580
Bid Size: 40,000 |
0.590
Ask Size: 40,000 |
Waste Management |
200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME29RQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
32.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.15 |
| Parity: |
0.34 |
| Time value: |
0.24 |
| Break-even: |
192.67 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
26.51 |
| Rho: |
0.39 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-16.18% |
| 3 Months |
|
|
-18.57% |
| YTD |
|
|
+183.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.510 |
| 1M High / 1M Low: |
0.700 |
0.490 |
| 6M High / 6M Low: |
0.730 |
0.186 |
| High (YTD): |
2024-05-10 |
0.730 |
| Low (YTD): |
2024-01-08 |
0.186 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.96% |
| Volatility 6M: |
|
105.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
