Morgan Stanley Call 37.5 CMCSA 20.09.2024
/ DE000ME1UF75
Morgan Stanley Call 37.5 CMCSA 20.../ DE000ME1UF75 /
| 2024-06-14 2:18:41 PM |
Chg.-0.12 |
Bid2:30:52 PM |
Ask2:30:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-7.19% |
1.57
Bid Size: 500 |
1.62
Ask Size: 500 |
Comcast Corporation |
37.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1UF7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.20 |
| Parity: |
0.07 |
| Time value: |
1.56 |
| Break-even: |
36.55 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
12.17 |
| Rho: |
0.05 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.55 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.55% |
| 1 Month |
|
|
-38.98% |
| 3 Months |
|
|
-50.79% |
| YTD |
|
|
-51.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.67 |
| 1M High / 1M Low: |
2.54 |
1.67 |
| 6M High / 6M Low: |
3.86 |
1.67 |
| High (YTD): |
2024-01-30 |
3.86 |
| Low (YTD): |
2024-06-13 |
1.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.05% |
| Volatility 6M: |
|
77.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
