Morgan Stanley Call 24 VALE 20.09.2024
/ DE000ME39A13
Morgan Stanley Call 24 VALE 20.09.../ DE000ME39A13 /
| 2024-06-18 4:04:12 PM |
Chg.+0.009 |
Bid2024-06-18 |
Ask2024-06-18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
+31.03% |
0.038
Bid Size: 80,000 |
0.092
Ask Size: 80,000 |
Vale SA |
24.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME39A1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
125.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.27 |
| Parity: |
-11.96 |
| Time value: |
0.08 |
| Break-even: |
22.43 |
| Moneyness: |
0.47 |
| Premium: |
1.16 |
| Premium p.a.: |
18.84 |
| Spread abs.: |
0.05 |
| Spread %: |
186.21% |
| Delta: |
0.05 |
| Theta: |
0.00 |
| Omega: |
6.62 |
| Rho: |
0.00 |
Quote data
| Open: |
0.035 |
| High: |
0.038 |
| Low: |
0.035 |
| Previous Close: |
0.029 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3700.00% |
| 1 Month |
|
|
+3700.00% |
| 3 Months |
|
|
+3700.00% |
| YTD |
|
|
-81.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.001 |
| 1M High / 1M Low: |
0.029 |
0.001 |
| 6M High / 6M Low: |
0.205 |
0.001 |
| High (YTD): |
2024-01-02 |
0.195 |
| Low (YTD): |
2024-06-13 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.048 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,151.13% |
| Volatility 6M: |
|
1,198.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
