Morgan Stanley Call 375 ICLR 20.09.2024
/ DE000ME9GSC5
Morgan Stanley Call 375 ICLR 20.0.../ DE000ME9GSC5 /
| 2024-06-13 6:34:59 PM |
Chg.-0.040 |
Bid7:31:35 PM |
Ask7:31:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-14.81% |
0.230
Bid Size: 40,000 |
0.380
Ask Size: 40,000 |
ICON PLC |
375.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9GSC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ICON PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-20 |
| Ratio: |
25:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
-2.04 |
| Time value: |
0.42 |
| Break-even: |
357.31 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.15 |
| Spread %: |
55.56% |
| Delta: |
0.29 |
| Theta: |
-0.12 |
| Omega: |
8.07 |
| Rho: |
0.20 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.230 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.35% |
| 1 Month |
|
|
-14.81% |
| 3 Months |
|
|
-65.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.260 |
| 1M High / 1M Low: |
0.370 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
