Morgan Stanley Call 57.5 K 20.09.2024
/ DE000ME1VGJ1
Morgan Stanley Call 57.5 K 20.09..../ DE000ME1VGJ1 /
| 6/10/2024 8:42:22 AM |
Chg.-0.020 |
Bid9:36:28 AM |
Ask9:36:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-5.00% |
0.390
Bid Size: 5,000 |
0.410
Ask Size: 5,000 |
Kellanova Co |
57.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME1VGJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.20 |
| Time value: |
0.21 |
| Break-even: |
57.45 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
9.05 |
| Rho: |
0.09 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-30.91% |
| 3 Months |
|
|
+58.33% |
| YTD |
|
|
+15.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.400 |
| 1M High / 1M Low: |
0.600 |
0.360 |
| 6M High / 6M Low: |
0.610 |
0.180 |
| High (YTD): |
5/8/2024 |
0.610 |
| Low (YTD): |
3/14/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.474 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.327 |
| Avg. volume 6M: |
|
14.516 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.19% |
| Volatility 6M: |
|
199.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
