Morgan Stanley Call 260 RHHVF 20.09.2024
/ DE000ME153Q4
Morgan Stanley Call 260 RHHVF 20..../ DE000ME153Q4 /
| 6/20/2024 9:27:22 AM |
Chg.-0.003 |
Bid3:06:44 PM |
Ask3:06:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
-5.45% |
0.053
Bid Size: 100,000 |
0.055
Ask Size: 100,000 |
Roche Holding Ltd |
260.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME153Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.22 |
| Parity: |
0.01 |
| Time value: |
0.05 |
| Break-even: |
265.80 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
3.57% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
29.44 |
| Rho: |
0.42 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.055 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+48.57% |
| 3 Months |
|
|
+62.50% |
| YTD |
|
|
-32.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.046 |
| 1M High / 1M Low: |
0.055 |
0.017 |
| 6M High / 6M Low: |
0.123 |
0.009 |
| High (YTD): |
1/4/2024 |
0.123 |
| Low (YTD): |
5/3/2024 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
1,304.348 |
| Avg. price 6M: |
|
0.041 |
| Avg. volume 6M: |
|
240 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.86% |
| Volatility 6M: |
|
268.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
