Morgan Stanley Call 27.5 CAG 20.12.2024
/ DE000ME6NJQ6
Morgan Stanley Call 27.5 CAG 20.1.../ DE000ME6NJQ6 /
| 2024-09-26 8:22:08 AM |
Chg.+0.010 |
Bid9:25:21 AM |
Ask9:25:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+2.13% |
0.470
Bid Size: 7,500 |
0.480
Ask Size: 7,500 |
ConAgra Brands Inc |
27.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME6NJQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ConAgra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.43 |
| Time value: |
0.04 |
| Break-even: |
29.41 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
5.55 |
| Rho: |
0.05 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+29.73% |
| 3 Months |
|
|
+121.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.460 |
| 1M High / 1M Low: |
0.550 |
0.370 |
| 6M High / 6M Low: |
0.550 |
0.183 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.50% |
| Volatility 6M: |
|
142.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
