Morgan Stanley Call 450 2FE 20.12.2024
/ DE000ME8MY67
Morgan Stanley Call 450 2FE 20.12.../ DE000ME8MY67 /
| 2024-09-25 8:09:34 AM |
Chg.-0.030 |
Bid10:49:38 AM |
Ask10:49:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-3.70% |
0.800
Bid Size: 20,000 |
0.810
Ask Size: 20,000 |
FERRARI N.V. |
450.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
ME8MY6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
49.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.25 |
| Parity: |
-2.20 |
| Time value: |
0.86 |
| Break-even: |
458.60 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.05 |
| Spread %: |
6.17% |
| Delta: |
0.34 |
| Theta: |
-0.10 |
| Omega: |
17.00 |
| Rho: |
0.32 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
+47.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.600 |
| 1M High / 1M Low: |
1.240 |
0.600 |
| 6M High / 6M Low: |
1.240 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.929 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.42% |
| Volatility 6M: |
|
177.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
