Morgan Stanley Call 40 CMCSA 20.09.2024
/ DE000ME1UF83
Morgan Stanley Call 40 CMCSA 20.0.../ DE000ME1UF83 /
| 6/10/2024 2:12:26 PM |
Chg.0.00 |
Bid5:33:01 PM |
Ask5:33:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
0.00% |
1.18
Bid Size: 25,000 |
1.19
Ask Size: 25,000 |
Comcast Corporation |
40.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME1UF8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
27.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
-0.96 |
| Time value: |
1.30 |
| Break-even: |
38.41 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
12.87 |
| Rho: |
0.04 |
Quote data
| Open: |
1.26 |
| High: |
1.31 |
| Low: |
1.26 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.09% |
| 1 Month |
|
|
-16.56% |
| 3 Months |
|
|
-49.42% |
| YTD |
|
|
-52.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.31 |
| 1M High / 1M Low: |
1.69 |
1.07 |
| 6M High / 6M Low: |
3.50 |
1.07 |
| High (YTD): |
1/30/2024 |
3.50 |
| Low (YTD): |
5/29/2024 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.32 |
| Avg. volume 6M: |
|
86.45 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.56% |
| Volatility 6M: |
|
107.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
