Morgan Stanley Call 35 CAG 20.12.2024
/ DE000ME54GN9
Morgan Stanley Call 35 CAG 20.12..../ DE000ME54GN9 /
| 2024-09-26 1:53:10 PM |
Chg.-0.010 |
Bid4:35:15 PM |
Ask4:35:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-2.56% |
0.390
Bid Size: 5,000 |
0.420
Ask Size: 5,000 |
Conagra Brands Inc |
35.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME54GN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
70.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-2.43 |
| Time value: |
0.41 |
| Break-even: |
31.86 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
0.25 |
| Theta: |
-0.01 |
| Omega: |
17.62 |
| Rho: |
0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.63% |
| 1 Month |
|
|
+35.71% |
| 3 Months |
|
|
+58.33% |
| YTD |
|
|
+5.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.370 |
| 1M High / 1M Low: |
0.590 |
0.280 |
| 6M High / 6M Low: |
0.590 |
0.200 |
| High (YTD): |
2024-09-10 |
0.590 |
| Low (YTD): |
2024-07-03 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.354 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.78% |
| Volatility 6M: |
|
181.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
