Morgan Stanley Call 560 CHTR 20.06.2025
/ DE000ME4AQZ4
Morgan Stanley Call 560 CHTR 20.0.../ DE000ME4AQZ4 /
| 25/09/2024 20:17:34 |
Chg.-0.005 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
Charter Communicatio... |
560.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
ME4AQZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
72.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
-2.11 |
| Time value: |
0.04 |
| Break-even: |
504.40 |
| Moneyness: |
0.58 |
| Premium: |
0.75 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.01 |
| Spread %: |
25.00% |
| Delta: |
0.10 |
| Theta: |
-0.03 |
| Omega: |
6.91 |
| Rho: |
0.17 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.035 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.18% |
| 1 Month |
|
|
-57.14% |
| 3 Months |
|
|
-41.18% |
| YTD |
|
|
-87.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.035 |
| 1M High / 1M Low: |
0.082 |
0.035 |
| 6M High / 6M Low: |
0.150 |
0.035 |
| High (YTD): |
02/01/2024 |
0.226 |
| Low (YTD): |
24/09/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.070 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.98% |
| Volatility 6M: |
|
142.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
