Morgan Stanley Call 280 GD 20.12.2024
/ DE000ME65U16
Morgan Stanley Call 280 GD 20.12..../ DE000ME65U16 /
9/24/2024 10:51:01 AM |
Chg.+0.04 |
Bid2:30:05 PM |
Ask2:30:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.02EUR |
+1.34% |
2.98 Bid Size: 2,000 |
3.07 Ask Size: 2,000 |
General Dynamics Cor... |
280.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME65U1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
General Dynamics Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.81 |
Intrinsic value: |
2.53 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
2.53 |
Time value: |
0.51 |
Break-even: |
282.40 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
1.33% |
Delta: |
0.83 |
Theta: |
-0.07 |
Omega: |
7.56 |
Rho: |
0.48 |
Quote data
Open: |
3.02 |
High: |
3.02 |
Low: |
3.02 |
Previous Close: |
2.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.44% |
1 Month |
|
|
+43.13% |
3 Months |
|
|
+5.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.98 |
2.66 |
1M High / 1M Low: |
2.98 |
1.84 |
6M High / 6M Low: |
3.08 |
1.61 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.45 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.45 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.43% |
Volatility 6M: |
|
130.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |