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Morgan Stanley Call 450 CHTR 20.1.../  DE000ME58RF3  /

Stuttgart
2024-06-24  3:35:19 PM Chg.-0.010 Bid6:57:58 PM Ask6:57:58 PM Underlying Strike price Expiration date Option type
0.350EUR -2.78% 0.370
Bid Size: 25,000		 0.400
Ask Size: 25,000		 Charter Communicatio... 450.00 USD 2024-12-20 Call
 

Master data

WKN: ME58RF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-13
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 67.92
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.32
Parity: -14.94
Time value: 0.40
Break-even: 425.04
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 1.49
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.11
Theta: -0.05
Omega: 7.60
Rho: 0.13
 

Quote data

Open: 0.370
High: 0.370
Low: 0.350
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+52.17%
3 Months
  -18.60%
YTD
  -76.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.360 0.200
6M High / 6M Low: 1.470 0.200
High (YTD): 2024-01-02 1.350
Low (YTD): 2024-05-27 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   0.543
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.19%
Volatility 6M:   154.83%
Volatility 1Y:   -
Volatility 3Y:   -