Morgan Stanley Call 37.5 CMCSA 20.09.2024
/ DE000ME1UF75
Morgan Stanley Call 37.5 CMCSA 20.../ DE000ME1UF75 /
| 10/06/2024 20:07:52 |
Chg.-0.08 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
-3.64% |
-
Bid Size: - |
-
Ask Size: - |
Comcast Corporation |
37.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1UF7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.20 |
| Parity: |
1.35 |
| Time value: |
0.85 |
| Break-even: |
36.99 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
12.12 |
| Rho: |
0.07 |
Quote data
| Open: |
2.14 |
| High: |
2.21 |
| Low: |
2.12 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.17% |
| 1 Month |
|
|
-12.40% |
| 3 Months |
|
|
-32.48% |
| YTD |
|
|
-33.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.20 |
| 1M High / 1M Low: |
2.56 |
1.85 |
| 6M High / 6M Low: |
3.86 |
1.85 |
| High (YTD): |
30/01/2024 |
3.86 |
| Low (YTD): |
29/05/2024 |
1.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.13% |
| Volatility 6M: |
|
76.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
