Morgan Stanley Call 42 ROL 20.09.2024
/ DE000ME4AAN4
Morgan Stanley Call 42 ROL 20.09..../ DE000ME4AAN4 /
| 2024-06-06 1:52:09 PM |
Chg.-0.020 |
Bid2:31:40 PM |
Ask2:31:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-2.99% |
0.640
Bid Size: 5,000 |
0.680
Ask Size: 5,000 |
Rollins Inc |
42.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rollins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
0.50 |
| Time value: |
0.18 |
| Break-even: |
45.42 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
4.93 |
| Rho: |
0.08 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+4.84% |
| 3 Months |
|
|
+12.07% |
| YTD |
|
|
+22.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.500 |
| 1M High / 1M Low: |
0.670 |
0.500 |
| 6M High / 6M Low: |
0.740 |
0.330 |
| High (YTD): |
2024-03-20 |
0.740 |
| Low (YTD): |
2024-02-21 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.537 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.28% |
| Volatility 6M: |
|
109.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
