Morgan Stanley Call 30 VAS 20.09.2024
/ DE000ME9S0W6
Morgan Stanley Call 30 VAS 20.09..../ DE000ME9S0W6 /
| 6/7/2024 8:57:55 PM |
Chg.- |
Bid10:53:02 AM |
Ask10:53:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.103EUR |
- |
0.106
Bid Size: 50,000 |
0.121
Ask Size: 50,000 |
VOESTALPINE AG |
30.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME9S0W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
-0.39 |
| Time value: |
0.12 |
| Break-even: |
31.23 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.02 |
| Spread %: |
20.59% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
7.17 |
| Rho: |
0.02 |
Quote data
| Open: |
0.107 |
| High: |
0.108 |
| Low: |
0.103 |
| Previous Close: |
0.108 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.97% |
| 1 Month |
|
|
-4.63% |
| 3 Months |
|
|
-31.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.117 |
0.077 |
| 1M High / 1M Low: |
0.126 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
