Morgan Stanley Call 33 WIB 20.09.2024
/ DE000ME9S0D6
Morgan Stanley Call 33 WIB 20.09..../ DE000ME9S0D6 /
03/06/2024 14:42:47 |
Chg.+0.33 |
Bid18:09:37 |
Ask18:09:37 |
Underlying |
Strike price |
Expiration date |
Option type |
4.05EUR |
+8.87% |
3.88 Bid Size: 400 |
- Ask Size: - |
WIENERBERGER |
33.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
ME9S0D |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
WIENERBERGER |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
33.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
07/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.71 |
Intrinsic value: |
1.50 |
Implied volatility: |
0.40 |
Historic volatility: |
0.22 |
Parity: |
1.50 |
Time value: |
2.47 |
Break-even: |
36.97 |
Moneyness: |
1.05 |
Premium: |
0.07 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.02 |
Spread %: |
0.51% |
Delta: |
0.64 |
Theta: |
-0.01 |
Omega: |
5.58 |
Rho: |
0.05 |
Quote data
Open: |
4.00 |
High: |
4.05 |
Low: |
4.00 |
Previous Close: |
3.72 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.40% |
1 Month |
|
|
+11.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.52 |
3.72 |
1M High / 1M Low: |
4.72 |
3.63 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |