Morgan Stanley Call 32.5 WY 20.12.2024
/ DE000ME8NDT9
Morgan Stanley Call 32.5 WY 20.12.../ DE000ME8NDT9 /
6/6/2024 1:57:28 PM |
Chg.-0.004 |
Bid4:42:08 PM |
Ask4:42:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.113EUR |
-3.42% |
0.115 Bid Size: 125,000 |
0.118 Ask Size: 125,000 |
Weyerhaeuser Company |
32.50 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME8NDT |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Weyerhaeuser Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.50 USD |
Maturity: |
12/20/2024 |
Issue date: |
2/13/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-0.28 |
Time value: |
0.12 |
Break-even: |
31.09 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.00 |
Spread %: |
3.45% |
Delta: |
0.37 |
Theta: |
-0.01 |
Omega: |
8.45 |
Rho: |
0.05 |
Quote data
Open: |
0.113 |
High: |
0.113 |
Low: |
0.113 |
Previous Close: |
0.117 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.60% |
1 Month |
|
|
-48.17% |
3 Months |
|
|
-74.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.117 |
1M High / 1M Low: |
0.218 |
0.117 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.125 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.167 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |