Morgan Stanley Call 27 VAS 20.09.2024
/ DE000ME9S0T2
Morgan Stanley Call 27 VAS 20.09..../ DE000ME9S0T2 /
| 19/06/2024 20:47:51 |
Chg.- |
Bid12:09:53 |
Ask12:09:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.114EUR |
- |
0.125
Bid Size: 50,000 |
0.138
Ask Size: 50,000 |
VOESTALPINE AG |
27.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME9S0T |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
-0.21 |
| Time value: |
0.14 |
| Break-even: |
28.35 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
7.48 |
| Rho: |
0.02 |
Quote data
| Open: |
0.123 |
| High: |
0.123 |
| Low: |
0.114 |
| Previous Close: |
0.113 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-43.00% |
| 3 Months |
|
|
-45.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.132 |
0.113 |
| 1M High / 1M Low: |
0.221 |
0.113 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
