Morgan Stanley Call 72.5 GOB 20.12.2024
/ DE000ME76RV2
Morgan Stanley Call 72.5 GOB 20.1.../ DE000ME76RV2 /
| 6/7/2024 6:23:47 PM |
Chg.-0.080 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-7.55% |
-
Bid Size: - |
-
Ask Size: - |
ST GOBAIN ... |
72.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
ME76RV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ST GOBAIN EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/19/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
0.72 |
| Time value: |
0.28 |
| Break-even: |
82.50 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
4.17% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
6.38 |
| Rho: |
0.29 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.980 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.71% |
| 1 Month |
|
|
-14.04% |
| 3 Months |
|
|
+122.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.980 |
| 1M High / 1M Low: |
1.280 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
