Morgan Stanley Call 70 SRE 20.09.2024
/ DE000ME7UK15
Morgan Stanley Call 70 SRE 20.09..../ DE000ME7UK15 /
| 2024-06-03 8:20:45 PM |
Chg.- |
Bid11:11:05 AM |
Ask11:11:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
- |
0.720
Bid Size: 3,750 |
0.770
Ask Size: 3,750 |
Sempra |
70.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME7UK1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.62 |
| Time value: |
0.17 |
| Break-even: |
72.08 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
7.16 |
| Rho: |
0.14 |
Quote data
| Open: |
0.790 |
| High: |
0.800 |
| Low: |
0.770 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+45.28% |
| 3 Months |
|
|
+67.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.580 |
| 1M High / 1M Low: |
0.910 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
