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

Stuttgart
2024-06-17  2:22:52 PM Chg.0.000 Bid5:35:05 PM Ask5:35:05 PM Underlying Strike price Expiration date Option type
0.390EUR 0.00% 0.400
Bid Size: 15,000		 0.490
Ask Size: 15,000		 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: 52.68
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.32
Parity: -9.23
Time value: 0.49
Break-even: 355.28
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 0.87
Spread abs.: 0.10
Spread %: 25.64%
Delta: 0.16
Theta: -0.05
Omega: 8.35
Rho: 0.18
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month
  -2.50%
3 Months
  -36.07%
YTD
  -72.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.390
1M High / 1M Low: 0.460 0.310
6M High / 6M Low: 1.410 0.300
High (YTD): 2024-01-30 1.400
Low (YTD): 2024-04-29 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.385
Avg. volume 1M:   0.000
Avg. price 6M:   0.700
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.58%
Volatility 6M:   122.69%
Volatility 1Y:   -
Volatility 3Y:   -