Morgan Stanley Call 320 RHHVF 20.09.2024
/ DE000ME153W2
Morgan Stanley Call 320 RHHVF 20..../ DE000ME153W2 /
| 2024-06-20 8:44:21 PM |
Chg.+0.001 |
Bid2024-06-20 |
Ask2024-06-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
+25.00% |
0.005
Bid Size: 20,000 |
0.040
Ask Size: 20,000 |
Roche Holding Ltd |
320.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME153W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
-0.59 |
| Time value: |
0.04 |
| Break-even: |
324.00 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.04 |
| Spread %: |
900.00% |
| Delta: |
0.17 |
| Theta: |
-0.07 |
| Omega: |
11.02 |
| Rho: |
0.10 |
Quote data
| Open: |
0.004 |
| High: |
0.005 |
| Low: |
0.004 |
| Previous Close: |
0.004 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.005 |
0.004 |
| 1M High / 1M Low: |
0.005 |
0.002 |
| 6M High / 6M Low: |
0.026 |
0.001 |
| High (YTD): |
2024-01-04 |
0.026 |
| Low (YTD): |
2024-05-09 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.009 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.82% |
| Volatility 6M: |
|
375.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
