Morgan Stanley Call 460 MCO 20.09.2024
/ DE000ME6NG45
Morgan Stanley Call 460 MCO 20.09.../ DE000ME6NG45 /
| 2024-05-16 2:29:24 PM |
Chg.-0.006 |
Bid5:21:42 PM |
Ask5:21:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.093EUR |
-6.06% |
0.104
Bid Size: 80,000 |
0.115
Ask Size: 80,000 |
Moodys Corp |
460.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME6NG4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
-0.84 |
| Time value: |
0.11 |
| Break-even: |
470.70 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
11.46% |
| Delta: |
0.24 |
| Theta: |
-0.11 |
| Omega: |
8.37 |
| Rho: |
0.27 |
Quote data
| Open: |
0.092 |
| High: |
0.093 |
| Low: |
0.092 |
| Previous Close: |
0.099 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
+13.41% |
| 3 Months |
|
|
+5.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.080 |
| 1M High / 1M Low: |
0.099 |
0.064 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
