Morgan Stanley Call 57.5 K 20.09.2024
/ DE000ME1VGJ1
Morgan Stanley Call 57.5 K 20.09..../ DE000ME1VGJ1 /
| 2024-05-28 8:45:33 AM |
Chg.-0.010 |
Bid6:10:01 PM |
Ask6:10:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-2.27% |
0.380
Bid Size: 80,000 |
0.400
Ask Size: 80,000 |
Kellanova Co |
57.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1VGJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
0.33 |
| Time value: |
0.14 |
| Break-even: |
57.64 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
9.23 |
| Rho: |
0.12 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.87% |
| 1 Month |
|
|
+22.86% |
| 3 Months |
|
|
+59.26% |
| YTD |
|
|
+30.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.440 |
| 1M High / 1M Low: |
0.610 |
0.260 |
| 6M High / 6M Low: |
0.610 |
0.180 |
| High (YTD): |
2024-05-08 |
0.610 |
| Low (YTD): |
2024-03-14 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.318 |
| Avg. volume 6M: |
|
14.516 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.15% |
| Volatility 6M: |
|
199.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
