Morgan Stanley Call 250 ROG 20.09.2024
/ DE000ME2CAR5
Morgan Stanley Call 250 ROG 20.09.../ DE000ME2CAR5 /
| 2024-06-20 6:42:54 PM |
Chg.+0.010 |
Bid6:55:16 PM |
Ask6:55:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.104EUR |
+10.64% |
0.104
Bid Size: 20,000 |
0.107
Ask Size: 20,000 |
ROCHE GS |
250.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME2CAR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.22 |
| Parity: |
-0.02 |
| Time value: |
0.10 |
| Break-even: |
273.09 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
2.04% |
| Delta: |
0.53 |
| Theta: |
-0.07 |
| Omega: |
13.76 |
| Rho: |
0.32 |
Quote data
| Open: |
0.097 |
| High: |
0.104 |
| Low: |
0.097 |
| Previous Close: |
0.094 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.83% |
| 1 Month |
|
|
+70.49% |
| 3 Months |
|
|
+108.00% |
| YTD |
|
|
-6.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.094 |
0.078 |
| 1M High / 1M Low: |
0.094 |
0.030 |
| 6M High / 6M Low: |
0.171 |
0.013 |
| High (YTD): |
2024-01-04 |
0.171 |
| Low (YTD): |
2024-05-02 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.055 |
| Avg. volume 1M: |
|
869.565 |
| Avg. price 6M: |
|
0.062 |
| Avg. volume 6M: |
|
160 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.54% |
| Volatility 6M: |
|
254.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
