Morgan Stanley Call 37.5 G1A 20.09.2024
/ DE000ME1APF4
Morgan Stanley Call 37.5 G1A 20.0.../ DE000ME1APF4 /
| 21/05/2024 11:12:17 |
Chg.-0.010 |
Bid16:12:22 |
Ask16:12:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
0.250
Bid Size: 100,000 |
0.260
Ask Size: 100,000 |
GEA GROUP AG |
37.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME1APF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.04 |
| Time value: |
0.25 |
| Break-even: |
40.40 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
7.72 |
| Rho: |
0.07 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
+12.07% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
-29.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.250 |
| 1M High / 1M Low: |
0.310 |
0.224 |
| 6M High / 6M Low: |
0.400 |
0.212 |
| High (YTD): |
22/03/2024 |
0.400 |
| Low (YTD): |
08/03/2024 |
0.219 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.290 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.42% |
| Volatility 6M: |
|
118.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
