Morgan Stanley Call 70 SO 20.12.2024
/ DE000ME66FH7
Morgan Stanley Call 70 SO 20.12.2.../ DE000ME66FH7 /
| 6/20/2024 11:09:21 AM |
Chg.+0.010 |
Bid11:47:25 AM |
Ask11:47:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+1.02% |
0.990
Bid Size: 3,750 |
1.000
Ask Size: 3,750 |
Southern Co |
70.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME66FH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Southern Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.74 |
| Time value: |
0.26 |
| Break-even: |
75.13 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.80 |
| Rho: |
0.24 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.60% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
+94.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.970 |
| 1M High / 1M Low: |
1.200 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
