Morgan Stanley Call 240 PWR 20.09.2024
/ DE000ME17FM0
Morgan Stanley Call 240 PWR 20.09.../ DE000ME17FM0 /
| 2024-06-05 5:49:34 PM |
Chg.+0.40 |
Bid6:54:23 PM |
Ask6:54:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.03EUR |
+11.02% |
4.11
Bid Size: 25,000 |
4.19
Ask Size: 25,000 |
Quanta Services Inc |
240.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME17FM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Quanta Services Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.30 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
2.76 |
| Time value: |
1.03 |
| Break-even: |
258.45 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.08 |
| Spread %: |
2.16% |
| Delta: |
0.76 |
| Theta: |
-0.09 |
| Omega: |
5.01 |
| Rho: |
0.45 |
Quote data
| Open: |
3.70 |
| High: |
4.03 |
| Low: |
3.70 |
| Previous Close: |
3.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.82% |
| 1 Month |
|
|
+41.90% |
| 3 Months |
|
|
+69.33% |
| YTD |
|
|
+219.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.57 |
3.63 |
| 1M High / 1M Low: |
4.79 |
2.88 |
| 6M High / 6M Low: |
4.79 |
0.52 |
| High (YTD): |
2024-05-24 |
4.79 |
| Low (YTD): |
2024-01-23 |
0.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.09% |
| Volatility 6M: |
|
180.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
