Morgan Stanley Call 200 WM 20.09.2024
/ DE000ME58S84
Morgan Stanley Call 200 WM 20.09..../ DE000ME58S84 /
| 2024-06-24 3:35:23 PM |
Chg.0.00 |
Bid6:26:54 PM |
Ask6:26:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
0.00% |
1.34
Bid Size: 40,000 |
1.35
Ask Size: 40,000 |
Waste Management |
200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME58S8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
0.84 |
| Time value: |
0.38 |
| Break-even: |
199.33 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
12.25 |
| Rho: |
0.33 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.19 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.42% |
| 1 Month |
|
|
-0.83% |
| 3 Months |
|
|
-15.00% |
| YTD |
|
|
+283.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.04 |
| 1M High / 1M Low: |
1.20 |
0.77 |
| 6M High / 6M Low: |
1.40 |
0.28 |
| High (YTD): |
2024-03-22 |
1.40 |
| Low (YTD): |
2024-01-10 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.10% |
| Volatility 6M: |
|
132.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
