Morgan Stanley Call 700 ROP 20.12.2024
/ DE000ME66EB3
Morgan Stanley Call 700 ROP 20.12.../ DE000ME66EB3 /
| 2024-06-06 4:58:51 PM |
Chg.-0.020 |
Bid8:04:06 PM |
Ask8:04:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-2.08% |
0.950
Bid Size: 15,000 |
1.220
Ask Size: 15,000 |
Roper Technologies I... |
700.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME66EB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Roper Technologies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.13 |
| Parity: |
-14.08 |
| Time value: |
1.23 |
| Break-even: |
656.04 |
| Moneyness: |
0.78 |
| Premium: |
0.30 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.27 |
| Spread %: |
28.13% |
| Delta: |
0.20 |
| Theta: |
-0.10 |
| Omega: |
8.32 |
| Rho: |
0.49 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.940 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.08% |
| 1 Month |
|
|
-1.05% |
| 3 Months |
|
|
-21.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.880 |
| 1M High / 1M Low: |
1.050 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.955 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
