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Morgan Stanley Call 375 CHTR 20.1.../  DE000ME54AY9  /

Stuttgart
2024-09-26  8:11:30 AM Chg.0.000 Bid10:06:10 AM Ask10:06:10 AM Underlying Strike price Expiration date Option type
0.340EUR 0.00% 0.330
Bid Size: 10,000		 0.400
Ask Size: 7,500		 Charter Communicatio... 375.00 USD 2024-12-20 Call
 

Master data

WKN: ME54AY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 375.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-12
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 76.37
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.34
Parity: -5.44
Time value: 0.37
Break-even: 340.63
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 1.23
Spread abs.: 0.04
Spread %: 12.12%
Delta: 0.17
Theta: -0.07
Omega: 12.65
Rho: 0.10
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.33%
1 Month
  -63.44%
3 Months
  -29.17%
YTD
  -75.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.340
1M High / 1M Low: 1.010 0.340
6M High / 6M Low: 1.410 0.300
High (YTD): 2024-07-31 1.410
Low (YTD): 2024-04-29 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.672
Avg. volume 1M:   0.000
Avg. price 6M:   0.599
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.17%
Volatility 6M:   178.33%
Volatility 1Y:   -
Volatility 3Y:   -