Morgan Stanley Call 275 CHTR 20.12.2024
/ DE000ME6ZRB5
Morgan Stanley Call 275 CHTR 20.1.../ DE000ME6ZRB5 /
| 6/21/2024 2:36:50 PM |
Chg.+0.05 |
Bid5:21:32 PM |
Ask5:21:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+3.79% |
1.41
Bid Size: 25,000 |
1.44
Ask Size: 25,000 |
Charter Communicatio... |
275.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME6ZRB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/17/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
18.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.32 |
| Parity: |
0.84 |
| Time value: |
0.60 |
| Break-even: |
271.27 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
7.46% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
15.20 |
| Rho: |
1.02 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.30% |
| 1 Month |
|
|
+14.17% |
| 3 Months |
|
|
-4.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.22 |
| 1M High / 1M Low: |
1.34 |
1.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
