Morgan Stanley Call 46 ROL 20.09.2024
/ DE000ME4AAS3
Morgan Stanley Call 46 ROL 20.09..../ DE000ME4AAS3 /
| 2024-06-06 8:07:02 AM |
Chg.-0.010 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-2.63% |
0.370
Bid Size: 5,000 |
0.410
Ask Size: 5,000 |
Rollins Inc |
46.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rollins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 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: |
11.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.13 |
| Time value: |
0.26 |
| Break-even: |
46.20 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
7.03 |
| Rho: |
0.07 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.14% |
| 1 Month |
|
|
+2.78% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+5.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.260 |
| 1M High / 1M Low: |
0.390 |
0.260 |
| 6M High / 6M Low: |
0.480 |
0.193 |
| High (YTD): |
2024-03-20 |
0.480 |
| Low (YTD): |
2024-02-19 |
0.193 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.58% |
| Volatility 6M: |
|
128.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
