Morgan Stanley Call 620 MSCI 20.09.2024
/ DE000ME107J5
Morgan Stanley Call 620 MSCI 20.0.../ DE000ME107J5 /
| 2024-06-06 11:22:36 AM |
Chg.-0.001 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
-1.96% |
0.050
Bid Size: 5,000 |
0.067
Ask Size: 5,000 |
MSCI Inc |
620.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME107J |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 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: |
67.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-1.12 |
| Time value: |
0.07 |
| Break-even: |
576.97 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.02 |
| Spread %: |
33.33% |
| Delta: |
0.16 |
| Theta: |
-0.11 |
| Omega: |
10.81 |
| Rho: |
0.19 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.051 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
+6.38% |
| 3 Months |
|
|
-77.27% |
| YTD |
|
|
-86.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.046 |
| 1M High / 1M Low: |
0.070 |
0.045 |
| 6M High / 6M Low: |
0.510 |
0.045 |
| High (YTD): |
2024-01-31 |
0.510 |
| Low (YTD): |
2024-05-08 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.209 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.57% |
| Volatility 6M: |
|
220.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
