Morgan Stanley Call 270 RHHVF 20.09.2024
/ DE000ME153R2
Morgan Stanley Call 270 RHHVF 20..../ DE000ME153R2 /
| 2024-06-20 8:44:21 PM |
Chg.+0.003 |
Bid9:52:05 PM |
Ask9:52:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+9.68% |
0.035
Bid Size: 20,000 |
0.040
Ask Size: 20,000 |
Roche Holding Ltd |
270.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME153R |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.22 |
| Parity: |
-0.09 |
| Time value: |
0.04 |
| Break-even: |
274.00 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
29.03% |
| Delta: |
0.36 |
| Theta: |
-0.04 |
| Omega: |
23.80 |
| Rho: |
0.23 |
Quote data
| Open: |
0.029 |
| High: |
0.034 |
| Low: |
0.029 |
| Previous Close: |
0.031 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+61.90% |
| 3 Months |
|
|
+61.90% |
| YTD |
|
|
-39.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.027 |
| 1M High / 1M Low: |
0.040 |
0.011 |
| 6M High / 6M Low: |
0.088 |
0.006 |
| High (YTD): |
2024-01-04 |
0.088 |
| Low (YTD): |
2024-05-13 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
3,043.478 |
| Avg. price 6M: |
|
0.029 |
| Avg. volume 6M: |
|
560 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.35% |
| Volatility 6M: |
|
298.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
