Morgan Stanley Call 52 ABBN 20.09.2024
/ DE000ME58KF8
Morgan Stanley Call 52 ABBN 20.09.../ DE000ME58KF8 /
| 2024-06-13 10:19:27 AM |
Chg.+0.002 |
Bid1:08:04 PM |
Ask1:08:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.197EUR |
+1.03% |
0.192
Bid Size: 150,000 |
0.195
Ask Size: 150,000 |
ABB LTD N |
52.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME58KF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
-0.08 |
| Time value: |
0.21 |
| Break-even: |
55.85 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.00 |
| Spread %: |
1.48% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
12.90 |
| Rho: |
0.07 |
Quote data
| Open: |
0.197 |
| High: |
0.197 |
| Low: |
0.197 |
| Previous Close: |
0.195 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.93% |
| 1 Month |
|
|
+177.46% |
| 3 Months |
|
|
+795.45% |
| YTD |
|
|
+688.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.195 |
0.127 |
| 1M High / 1M Low: |
0.195 |
0.063 |
| 6M High / 6M Low: |
0.195 |
0.016 |
| High (YTD): |
2024-06-12 |
0.195 |
| Low (YTD): |
2024-02-06 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.35% |
| Volatility 6M: |
|
159.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
