Morgan Stanley Call 75 DIOD 20.09.2024
/ DE000ME33HR2
Morgan Stanley Call 75 DIOD 20.09.../ DE000ME33HR2 /
| 2024-06-14 11:44:08 AM |
Chg.0.000 |
Bid12:11:17 PM |
Ask12:11:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
0.00% |
0.580
Bid Size: 2,000 |
0.670
Ask Size: 2,000 |
Diodes Inc |
75.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME33HR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Diodes Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.33 |
| Parity: |
-0.11 |
| Time value: |
0.67 |
| Break-even: |
76.55 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.07 |
| Spread %: |
11.67% |
| Delta: |
0.54 |
| Theta: |
-0.04 |
| Omega: |
5.54 |
| Rho: |
0.08 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.43% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
+18.37% |
| YTD |
|
|
-58.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.480 |
| 1M High / 1M Low: |
0.750 |
0.480 |
| 6M High / 6M Low: |
1.450 |
0.410 |
| High (YTD): |
2024-01-02 |
1.340 |
| Low (YTD): |
2024-03-20 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.25% |
| Volatility 6M: |
|
194.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
