Morgan Stanley Call 45 MO 20.09.2024
/ DE000ME16ZZ2
Morgan Stanley Call 45 MO 20.09.2.../ DE000ME16ZZ2 /
| 2024-05-28 10:15:32 AM |
Chg.+0.004 |
Bid6:36:16 PM |
Ask6:36:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.155EUR |
+2.65% |
0.154
Bid Size: 200,000 |
0.156
Ask Size: 200,000 |
Altria Group Inc |
45.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME16ZZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.17 |
| Parity: |
0.05 |
| Time value: |
0.13 |
| Break-even: |
43.19 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
16.56% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
15.09 |
| Rho: |
0.08 |
Quote data
| Open: |
0.155 |
| High: |
0.155 |
| Low: |
0.155 |
| Previous Close: |
0.151 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.55% |
| 1 Month |
|
|
+58.16% |
| 3 Months |
|
|
+278.05% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.215 |
0.151 |
| 1M High / 1M Low: |
0.215 |
0.090 |
| 6M High / 6M Low: |
0.215 |
0.030 |
| High (YTD): |
2024-05-22 |
0.215 |
| Low (YTD): |
2024-03-04 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.175 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.14% |
| Volatility 6M: |
|
213.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
