Morgan Stanley Call 250 PWR 20.12.2024
/ DE000ME65SR1
Morgan Stanley Call 250 PWR 20.12.../ DE000ME65SR1 /
| 14/06/2024 10:59:20 |
Chg.+0.06 |
Bid13:07:22 |
Ask13:07:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.30EUR |
+1.42% |
4.18
Bid Size: 750 |
4.33
Ask Size: 750 |
Quanta Services Inc |
250.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME65SR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Quanta Services Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.64 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
2.49 |
| Time value: |
1.96 |
| Break-even: |
277.33 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.13 |
| Spread %: |
3.01% |
| Delta: |
0.71 |
| Theta: |
-0.08 |
| Omega: |
4.13 |
| Rho: |
0.72 |
Quote data
| Open: |
4.30 |
| High: |
4.30 |
| Low: |
4.30 |
| Previous Close: |
4.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.46% |
| 1 Month |
|
|
+22.16% |
| 3 Months |
|
|
+67.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.27 |
3.79 |
| 1M High / 1M Low: |
4.86 |
3.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
