Morgan Stanley Call 250 PWR 20.09.2024
/ DE000ME54340
Morgan Stanley Call 250 PWR 20.09.../ DE000ME54340 /
| 11/06/2024 08:12:57 |
Chg.+0.06 |
Bid11:05:49 |
Ask11:05:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+1.97% |
3.07
Bid Size: 1,000 |
3.18
Ask Size: 1,000 |
Quanta Services Inc |
250.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME5434 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Quanta Services Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
2.00 |
| Time value: |
1.21 |
| Break-even: |
264.37 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.08 |
| Spread %: |
2.56% |
| Delta: |
0.72 |
| Theta: |
-0.10 |
| Omega: |
5.63 |
| Rho: |
0.41 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
3.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.54% |
| 1 Month |
|
|
+0.65% |
| 3 Months |
|
|
+74.16% |
| YTD |
|
|
+226.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
2.83 |
| 1M High / 1M Low: |
4.02 |
2.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
27/05/2024 |
4.02 |
| Low (YTD): |
23/01/2024 |
0.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
