Morgan Stanley Call 230 PWR 20.09.2024
/ DE000ME17FL2
Morgan Stanley Call 230 PWR 20.09.../ DE000ME17FL2 /
| 6/5/2024 5:49:34 PM |
Chg.+0.44 |
Bid9:19:25 PM |
Ask9:19:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.80EUR |
+10.09% |
4.88
Bid Size: 25,000 |
4.96
Ask Size: 25,000 |
Quanta Services Inc |
230.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME17FL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Quanta Services Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.07 |
| Intrinsic value: |
3.68 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
3.68 |
| Time value: |
0.86 |
| Break-even: |
256.76 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
1.79% |
| Delta: |
0.81 |
| Theta: |
-0.09 |
| Omega: |
4.44 |
| Rho: |
0.46 |
Quote data
| Open: |
4.44 |
| High: |
4.80 |
| Low: |
4.44 |
| Previous Close: |
4.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.28% |
| 1 Month |
|
|
+37.93% |
| 3 Months |
|
|
+64.95% |
| YTD |
|
|
+194.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.35 |
4.36 |
| 1M High / 1M Low: |
5.59 |
3.93 |
| 6M High / 6M Low: |
5.59 |
0.71 |
| High (YTD): |
5/24/2024 |
5.59 |
| Low (YTD): |
1/23/2024 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.84% |
| Volatility 6M: |
|
162.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
