Morgan Stanley Call 42.5 CMCSA 20.12.2024
/ DE000ME54CV1
Morgan Stanley Call 42.5 CMCSA 20.../ DE000ME54CV1 /
| 6/10/2024 1:57:49 PM |
Chg.-0.02 |
Bid5:31:03 PM |
Ask5:31:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-1.74% |
1.06
Bid Size: 25,000 |
1.07
Ask Size: 25,000 |
Comcast Corporation |
42.50 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME54CV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
31.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.20 |
| Parity: |
-3.28 |
| Time value: |
1.14 |
| Break-even: |
40.57 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
11.04 |
| Rho: |
0.06 |
Quote data
| Open: |
1.10 |
| High: |
1.13 |
| Low: |
1.10 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.04% |
| 1 Month |
|
|
-17.52% |
| 3 Months |
|
|
-46.95% |
| YTD |
|
|
-51.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.15 |
| 1M High / 1M Low: |
1.43 |
1.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/30/2024 |
2.99 |
| Low (YTD): |
5/29/2024 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
