Morgan Stanley Call 240 ISHARES RUSSEL 2000 INDEX - ETF 20.09.2024
/ DE000ME16FD1
Morgan Stanley Call 240 ISHARES R.../ DE000ME16FD1 /
| 5/10/2024 9:27:26 PM |
Chg.- |
Bid10:15:20 AM |
Ask10:15:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
- |
0.092
Bid Size: 3,750 |
0.102
Ask Size: 3,750 |
- |
240.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME16FD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
193.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-5.04 |
| Time value: |
0.10 |
| Break-even: |
240.98 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
0.08 |
| Theta: |
-0.02 |
| Omega: |
15.56 |
| Rho: |
0.05 |
Quote data
| Open: |
0.086 |
| High: |
0.090 |
| Low: |
0.086 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.64% |
| 1 Month |
|
|
-28.69% |
| 3 Months |
|
|
-54.92% |
| YTD |
|
|
-76.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.127 |
0.087 |
| 1M High / 1M Low: |
0.127 |
0.071 |
| 6M High / 6M Low: |
0.370 |
0.066 |
| High (YTD): |
3/4/2024 |
0.350 |
| Low (YTD): |
4/30/2024 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.107 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.94% |
| Volatility 6M: |
|
282.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
