Morgan Stanley Call 225 DAP 21.06.2024
/ DE000ME1VT11
Morgan Stanley Call 225 DAP 21.06.../ DE000ME1VT11 /
| 20/05/2024 21:04:43 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.31EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
225.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
ME1VT1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
21/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.69 |
| Intrinsic value: |
11.62 |
| Implied volatility: |
1.40 |
| Historic volatility: |
0.21 |
| Parity: |
11.62 |
| Time value: |
6.80 |
| Break-even: |
243.42 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
30.36 |
| Spread abs.: |
0.10 |
| Spread %: |
0.55% |
| Delta: |
0.68 |
| Theta: |
-1.80 |
| Omega: |
8.71 |
| Rho: |
0.01 |
Quote data
| Open: |
18.23 |
| High: |
18.31 |
| Low: |
18.23 |
| Previous Close: |
18.25 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.33% |
| 3 Months |
|
|
+23.63% |
| YTD |
|
|
+77.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
18.31 |
18.31 |
| 6M High / 6M Low: |
18.31 |
8.49 |
| High (YTD): |
20/05/2024 |
18.31 |
| Low (YTD): |
15/01/2024 |
8.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
18.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
101.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
