Morgan Stanley Call 540 MSCI 20.09.2024
/ DE000ME10557
Morgan Stanley Call 540 MSCI 20.0.../ DE000ME10557 /
| 2024-06-06 9:24:43 PM |
Chg.-0.018 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.134EUR |
-11.84% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
540.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1055 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.38 |
| Time value: |
0.17 |
| Break-even: |
513.60 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
11.11% |
| Delta: |
0.36 |
| Theta: |
-0.15 |
| Omega: |
9.82 |
| Rho: |
0.44 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.134 |
| Previous Close: |
0.152 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.46% |
| 1 Month |
|
|
+18.58% |
| 3 Months |
|
|
-75.19% |
| YTD |
|
|
-81.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.152 |
0.130 |
| 1M High / 1M Low: |
0.215 |
0.113 |
| 6M High / 6M Low: |
0.900 |
0.098 |
| High (YTD): |
2024-01-31 |
0.900 |
| Low (YTD): |
2024-04-23 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.474 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.62% |
| Volatility 6M: |
|
191.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
