Morgan Stanley Call 3.5 RR/ 20.09.2024
/ DE000ME81BG7
Morgan Stanley Call 3.5 RR/ 20.09.../ DE000ME81BG7 /
6/3/2024 9:30:54 AM |
Chg.+0.11 |
Bid1:53:38 PM |
Ask1:53:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.60EUR |
+7.38% |
1.62 Bid Size: 100,000 |
1.63 Ask Size: 100,000 |
Rolls-Royce Holdings... |
3.50 GBP |
9/20/2024 |
Call |
Master data
WKN: |
ME81BG |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.50 GBP |
Maturity: |
9/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.31 |
Intrinsic value: |
1.21 |
Implied volatility: |
0.66 |
Historic volatility: |
0.42 |
Parity: |
1.21 |
Time value: |
0.26 |
Break-even: |
5.58 |
Moneyness: |
1.29 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
0.68% |
Delta: |
0.82 |
Theta: |
0.00 |
Omega: |
2.98 |
Rho: |
0.01 |
Quote data
Open: |
1.60 |
High: |
1.60 |
Low: |
1.60 |
Previous Close: |
1.49 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.40% |
1 Month |
|
|
+44.14% |
3 Months |
|
|
+142.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.49 |
1.39 |
1M High / 1M Low: |
1.49 |
1.11 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |